-29.4%
EW vs TSEM
+657.2%
-686.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.4% |
| 7D | -4.4% | +10.4% | -14.9% | -5.5% |
| 30D | -3.3% | -12.9% | +9.6% | -2.1% |
| 3M | +1.0% | -9.2% | +10.2% | +0.3% |
| 6M | +6.2% | +98.8% | -92.5% | -8.2% |
| YTD | +1.7% | +87.2% | -85.5% | -11.9% |
| 1Y | +8.1% | +239.0% | -230.9% | -16.7% |
| 3Y | +17.1% | +679.5% | -662.4% | -26.6% |
| 5Y | -29.4% | +667.3% | -696.6% | -57.0% |
| All | -29.4% | +657.2% | -686.6% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling