+147.8%
EWY vs TSEM
+212.9%
-65.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.6% | +2.6% |
| 7D | -0.1% | -4.9% | +4.8% | +1.9% |
| 30D | +7.3% | -18.7% | +26.0% | +16.1% |
| 3M | -5.1% | -18.1% | +13.0% | +0.9% |
| 6M | +42.1% | +77.1% | -35.0% | +17.7% |
| YTD | +94.1% | +80.1% | +14.0% | +59.2% |
| 1Y | +147.8% | +220.4% | -72.6% | +65.3% |
| All | +147.8% | +212.9% | -65.1% | +65.3% |
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