+81.2%
EWZ vs TSEM
+1,298.4%
-1,217.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.8% | -8.6% | -2.3% |
| 7D | +6.5% | +6.9% | -0.4% | +4.9% |
| 30D | +4.8% | +5.3% | -0.5% | +3.0% |
| 3M | +9.9% | -14.9% | +24.8% | +10.5% |
| 6M | +1.9% | +80.0% | -78.1% | -17.0% |
| YTD | +20.3% | +89.4% | -69.1% | -4.0% |
| 1Y | +35.6% | +253.1% | -217.5% | -9.0% |
| 3Y | +43.4% | +642.1% | -598.7% | -26.0% |
| 5Y | +55.9% | +659.1% | -603.2% | -24.7% |
| All | +81.2% | +1,298.4% | -1,217.2% | -41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling