+590.1%
EWT vs TSEM
-50.3%
+640.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.4% |
| 7D | +1.6% | +10.4% | -8.8% | +0.2% |
| 30D | +8.2% | -12.9% | +21.1% | +10.1% |
| 3M | +11.1% | -9.2% | +20.2% | +11.5% |
| 6M | +60.4% | +98.8% | -38.3% | +43.5% |
| YTD | +75.6% | +87.2% | -11.6% | +57.5% |
| 1Y | +91.3% | +239.0% | -147.7% | +58.0% |
| 3Y | +200.3% | +679.5% | -479.2% | +119.3% |
| 5Y | +156.4% | +667.3% | -510.9% | +85.3% |
| 10Y | +495.8% | +1,301.0% | -805.2% | +291.0% |
| All | +590.1% | -50.3% | +640.5% | +381.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling