-8.6%
TEL vs TSEM
+79.9%
-88.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.7% | +9.0% | +1.4% |
| 7D | -0.5% | -23.1% | +22.6% | +3.2% |
| 30D | +0.6% | -40.4% | +41.0% | +7.6% |
| 3M | +2.0% | -37.9% | +39.8% | +7.9% |
| 6M | +8.1% | -30.8% | +38.9% | +9.4% |
| YTD | -2.2% | +26.7% | -28.9% | -14.8% |
| 1Y | -8.6% | +80.5% | -89.1% | -29.8% |
| All | -8.6% | +79.9% | -88.5% | -29.8% |
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