+1,244.2%
EWY vs TSEM
-24.8%
+1,269.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +8.0% | +10.4% | -2.4% | +6.1% |
| 30D | +14.3% | -12.9% | +27.3% | +17.1% |
| 3M | +2.3% | -9.2% | +11.5% | +3.7% |
| 6M | +49.9% | +98.8% | -48.9% | +32.3% |
| YTD | +95.3% | +87.2% | +8.1% | +73.5% |
| 1Y | +161.7% | +239.0% | -77.2% | +110.0% |
| 3Y | +230.2% | +679.5% | -449.3% | +126.5% |
| 5Y | +148.1% | +667.3% | -519.1% | +67.8% |
| 10Y | +293.2% | +1,301.0% | -1,007.9% | +135.8% |
| All | +1,244.2% | -24.8% | +1,269.0% | +823.5% |
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