-12.8%
EW vs TSEM
+311.6%
-324.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.9% | -8.4% | +1.5% |
| 7D | +12.3% | -2.0% | +14.2% | +12.2% |
| 30D | +22.9% | -33.4% | +56.3% | +27.1% |
| 3M | +16.7% | -39.7% | +56.4% | +21.5% |
| 6M | +31.0% | -27.8% | +58.8% | +30.1% |
| YTD | +22.8% | +29.7% | -6.9% | +9.7% |
| 1Y | +25.6% | +81.1% | -55.6% | +5.1% |
| 3Y | +62.0% | +529.3% | -467.3% | +2.1% |
| 5Y | -12.8% | +315.0% | -327.7% | -40.1% |
| All | -12.8% | +311.6% | -324.4% | -40.1% |
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