+80.5%
TSEM vs EAT
+109.8%
-29.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +6.3% | -15.0% | -9.8% |
| 7D | -23.1% | -0.1% | -23.0% | -23.0% |
| 30D | -40.4% | +13.5% | -53.9% | -41.8% |
| 3M | -37.9% | +1.0% | -38.9% | -38.3% |
| 6M | -30.8% | +57.3% | -88.1% | -39.7% |
| YTD | +26.7% | +53.6% | -26.9% | +11.9% |
| 1Y | +80.5% | +110.8% | -30.3% | +47.3% |
| All | +80.5% | +109.8% | -29.4% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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