+644.7%
TSEM vs EAT
+310.8%
+333.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.8% |
| 7D | +4.7% | -6.8% | +11.5% | +6.3% |
| 30D | -14.2% | -5.4% | -8.9% | -13.4% |
| 3M | -5.0% | +42.8% | -47.8% | -12.9% |
| 6M | +87.6% | +56.5% | +31.1% | +67.9% |
| YTD | +84.4% | +50.0% | +34.4% | +66.3% |
| 1Y | +235.4% | +38.3% | +197.1% | +205.3% |
| 3Y | +668.0% | +591.6% | +76.3% | +418.3% |
| 5Y | +644.7% | +312.6% | +332.1% | +433.1% |
| All | +644.7% | +310.8% | +333.9% | +433.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling