+19.0%
EWZ vs TSEM
+468.0%
-449.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.2% | +0.3% |
| 7D | -1.5% | -17.5% | +16.0% | 0.0% |
| 30D | -24.5% | -44.7% | +20.2% | -20.7% |
| 3M | -10.7% | -38.9% | +28.2% | -7.5% |
| 6M | -19.1% | -36.7% | +17.6% | -18.1% |
| YTD | +1.6% | +17.0% | -15.3% | -6.4% |
| 1Y | +4.3% | +62.8% | -58.5% | -8.2% |
| 3Y | +19.0% | +471.3% | -452.3% | -18.2% |
| All | +19.0% | +468.0% | -449.0% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling