+2.1%
EWZ vs TSEM
+57.9%
-55.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.2% | +0.4% |
| 7D | -1.5% | -17.5% | +16.0% | -0.5% |
| 30D | -24.5% | -44.7% | +20.2% | -21.5% |
| 3M | -10.7% | -38.9% | +28.2% | -8.1% |
| 6M | -19.1% | -36.7% | +17.6% | -18.7% |
| YTD | +1.6% | +17.0% | -15.3% | -8.6% |
| All | +2.1% | +57.9% | -55.7% | -12.1% |
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