+52.1%
TEL vs TSEM
+610.6%
-558.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.8% |
| 7D | -2.3% | +0.9% | -3.2% | -2.6% |
| 30D | -6.1% | -16.6% | +10.6% | -2.7% |
| 3M | +1.7% | -10.9% | +12.6% | +1.5% |
| 6M | +1.6% | +78.0% | -76.4% | -17.2% |
| YTD | -9.1% | +77.2% | -86.3% | -26.9% |
| 1Y | -1.7% | +207.6% | -209.2% | -32.5% |
| 3Y | +67.3% | +637.8% | -570.5% | -12.7% |
| 5Y | +52.1% | +617.0% | -564.9% | -20.9% |
| All | +52.1% | +610.6% | -558.5% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling