+84.9%
EWT vs TSEM
+212.9%
-128.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.5% |
| 7D | -1.1% | -4.9% | +3.7% | -0.1% |
| 30D | +4.5% | -18.7% | +23.2% | +8.7% |
| 3M | +8.3% | -18.1% | +26.4% | +11.1% |
| 6M | +54.2% | +77.1% | -22.9% | +36.1% |
| YTD | +74.6% | +80.1% | -5.6% | +51.9% |
| 1Y | +84.9% | +220.4% | -135.5% | +39.4% |
| All | +84.9% | +212.9% | -128.0% | +39.4% |
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