+47.4%
EWZ vs TSEM
+783.2%
-735.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.2% | -0.2% |
| 7D | -1.5% | -17.5% | +16.0% | +1.9% |
| 30D | -24.5% | -44.7% | +20.2% | -16.3% |
| 3M | -10.7% | -38.9% | +28.2% | -3.9% |
| 6M | -19.1% | -36.7% | +17.6% | -17.0% |
| YTD | +1.6% | +17.0% | -15.3% | -12.2% |
| 1Y | +4.3% | +62.8% | -58.5% | -17.8% |
| 3Y | +19.0% | +471.3% | -452.3% | -37.4% |
| 5Y | +57.7% | +290.3% | -232.6% | -10.8% |
| All | +47.4% | +783.2% | -735.8% | -44.9% |
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