+146.1%
EWT vs TSEM
+610.6%
-464.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -1.7% |
| 7D | -1.1% | +0.9% | -2.0% | -1.3% |
| 30D | +4.8% | -16.6% | +21.4% | +8.6% |
| 3M | +11.1% | -10.9% | +22.0% | +12.1% |
| 6M | +54.6% | +78.0% | -23.4% | +32.6% |
| YTD | +71.4% | +77.2% | -5.8% | +45.9% |
| 1Y | +82.1% | +207.6% | -125.5% | +36.3% |
| 3Y | +193.2% | +637.8% | -444.6% | +79.0% |
| 5Y | +146.1% | +617.0% | -470.9% | +46.2% |
| All | +146.1% | +610.6% | -464.5% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling