+23.7%
EW vs TSEM
+69.7%
-46.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.6% |
| 7D | +9.3% | -9.5% | +18.7% | +9.3% |
| 30D | +22.1% | -35.5% | +57.5% | +22.6% |
| 3M | +13.0% | -41.6% | +54.6% | +13.7% |
| 6M | +30.1% | -30.1% | +60.1% | +28.4% |
| YTD | +22.0% | +25.7% | -3.7% | +15.2% |
| 1Y | +23.7% | +50.5% | -26.8% | +16.2% |
| All | +23.7% | +69.7% | -46.0% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling