+97.9%
EWT vs TSEM
+259.4%
-161.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.8% | -6.0% | +0.3% |
| 7D | +4.0% | +6.9% | -2.9% | +2.5% |
| 30D | +10.3% | +5.3% | +5.0% | +8.6% |
| 3M | +6.1% | -14.9% | +21.0% | +7.9% |
| 6M | +56.6% | +80.0% | -23.4% | +37.5% |
| YTD | +76.6% | +89.4% | -12.8% | +52.1% |
| 1Y | +97.9% | +253.1% | -155.2% | +46.1% |
| All | +97.9% | +259.4% | -161.5% | +46.1% |
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 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