+7,515.3%
EW vs TSEM
-76.4%
+7,591.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.9% | -8.4% | +1.7% |
| 7D | +12.3% | -2.0% | +14.2% | +12.3% |
| 30D | +22.9% | -33.4% | +56.3% | +26.2% |
| 3M | +16.7% | -39.7% | +56.4% | +20.4% |
| 6M | +31.0% | -27.8% | +58.8% | +31.4% |
| YTD | +22.8% | +29.7% | -6.9% | +16.7% |
| 1Y | +25.6% | +81.1% | -55.6% | +15.8% |
| 3Y | +62.0% | +529.3% | -467.3% | +33.7% |
| 5Y | -12.8% | +315.0% | -327.7% | -26.1% |
| 10Y | +239.8% | +865.7% | -625.9% | +168.3% |
| All | +7,515.3% | -76.4% | +7,591.7% | +6,365.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling