+36.4%
EWZ vs TSEM
+241.4%
-205.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.1% |
| 7D | +5.6% | +10.4% | -4.9% | +4.7% |
| 30D | +9.3% | -12.9% | +22.2% | +10.4% |
| 3M | +15.7% | -9.2% | +24.9% | +15.2% |
| 6M | +7.4% | +98.8% | -91.3% | -6.3% |
| YTD | +22.7% | +87.2% | -64.5% | +8.0% |
| 1Y | +36.4% | +239.0% | -202.6% | +13.4% |
| All | +36.4% | +241.4% | -205.0% | +13.4% |
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 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