+72.6%
TEL vs TSEM
+645.3%
-572.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.3% |
| 7D | +1.6% | -4.9% | +6.5% | +2.6% |
| 30D | -0.7% | -18.7% | +18.1% | +3.2% |
| 3M | +2.4% | -18.1% | +20.6% | +4.4% |
| 6M | +4.1% | +77.1% | -73.0% | -15.2% |
| YTD | -5.8% | +80.1% | -86.0% | -24.9% |
| 1Y | +0.9% | +220.4% | -219.5% | -32.6% |
| 3Y | +72.6% | +650.1% | -577.5% | -12.9% |
| All | +72.6% | +645.3% | -572.7% | -12.9% |
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 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