+1,326.7%
TSEM vs ECL
+149.7%
+1,177.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.7% |
| 7D | +4.7% | -2.7% | +7.5% | +5.8% |
| 30D | -14.2% | -4.3% | -10.0% | -13.1% |
| 3M | -5.0% | +3.2% | -8.3% | -7.2% |
| 6M | +87.6% | -2.9% | +90.5% | +87.1% |
| YTD | +84.4% | +4.3% | +80.2% | +78.2% |
| 1Y | +235.4% | +1.6% | +233.8% | +226.1% |
| 3Y | +668.0% | +54.3% | +613.7% | +522.1% |
| 5Y | +644.7% | +26.5% | +618.3% | +551.2% |
| 10Y | +1,326.7% | +155.6% | +1,171.1% | +750.8% |
| All | +1,326.7% | +149.7% | +1,177.0% | +750.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling