+55.2%
EWT vs TSEM
+79.9%
-24.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.7% | +7.5% | +0.6% |
| 7D | -10.9% | -23.1% | +12.2% | -6.0% |
| 30D | -17.7% | -40.4% | +22.6% | -9.0% |
| 3M | -5.0% | -37.9% | +32.9% | +3.3% |
| 6M | +7.4% | -30.8% | +38.2% | +13.5% |
| YTD | +52.8% | +26.7% | +26.1% | +44.4% |
| 1Y | +55.2% | +80.5% | -25.3% | +36.8% |
| All | +55.2% | +79.9% | -24.7% | +36.8% |
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