+212.8%
EWY vs TSEM
+633.2%
-420.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.9% | -0.3% | -2.9% |
| 7D | +1.2% | +0.9% | +0.3% | +0.9% |
| 30D | +9.3% | -16.6% | +25.9% | +15.9% |
| 3M | +2.4% | -10.9% | +13.3% | +5.5% |
| 6M | +40.3% | +78.0% | -37.7% | +19.0% |
| YTD | +88.0% | +77.2% | +10.8% | +58.9% |
| 1Y | +143.8% | +207.6% | -63.8% | +78.8% |
| All | +212.8% | +633.2% | -420.4% | +75.4% |
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 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