+197.5%
EWT vs TSEM
+645.3%
-447.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.5% |
| 7D | -1.1% | -4.9% | +3.7% | 0.0% |
| 30D | +4.5% | -18.7% | +23.2% | +9.2% |
| 3M | +8.3% | -18.1% | +26.4% | +11.3% |
| 6M | +54.2% | +77.1% | -22.9% | +30.3% |
| YTD | +74.6% | +80.1% | -5.6% | +45.2% |
| 1Y | +84.9% | +220.4% | -135.5% | +31.2% |
| 3Y | +197.5% | +650.1% | -452.5% | +67.2% |
| All | +197.5% | +645.3% | -447.8% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling