+299.0%
TSEM vs EAT
+363.9%
-64.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.3% | -7.0% |
| 7D | +7.0% | -4.0% | +10.9% | +7.8% |
| 30D | -29.8% | -2.9% | -26.9% | -29.5% |
| 3M | -41.9% | -16.9% | -25.0% | -40.0% |
| 6M | -45.8% | +57.0% | -102.7% | -51.8% |
| YTD | +25.1% | +38.2% | -13.1% | +13.9% |
| 1Y | +48.2% | +69.3% | -21.0% | +28.8% |
| 3Y | +476.5% | +483.0% | -6.5% | +297.4% |
| All | +299.0% | +363.9% | -64.9% | +182.1% |
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