+668.0%
TSEM vs EAT
+587.9%
+80.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.7% |
| 7D | +4.7% | -6.8% | +11.5% | +6.5% |
| 30D | -14.2% | -5.4% | -8.9% | -13.3% |
| 3M | -5.0% | +42.8% | -47.8% | -14.2% |
| 6M | +87.6% | +56.5% | +31.1% | +64.7% |
| YTD | +84.4% | +50.0% | +34.4% | +63.2% |
| 1Y | +235.4% | +38.3% | +197.1% | +200.6% |
| All | +668.0% | +587.9% | +80.1% | +394.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling