+670.1%
TEL vs TSEM
+815.9%
-145.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.6% |
| 7D | -1.4% | +10.4% | -11.9% | -3.2% |
| 30D | -4.9% | -12.9% | +8.1% | -2.8% |
| 3M | +0.1% | -9.2% | +9.3% | -0.3% |
| 6M | +0.4% | +98.8% | -98.4% | -14.6% |
| YTD | -8.9% | +87.2% | -96.1% | -22.3% |
| 1Y | -0.3% | +239.0% | -239.3% | -23.9% |
| 3Y | +67.6% | +679.5% | -611.9% | +8.4% |
| 5Y | +50.7% | +667.3% | -616.6% | -3.5% |
| 10Y | +288.6% | +1,301.0% | -1,012.4% | +121.8% |
| All | +670.1% | +815.9% | -145.8% | +293.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling