+887.4%
TSEM vs ECL
+196.0%
+691.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.6% | +7.0% | +7.4% |
| 7D | +6.8% | -2.3% | +9.0% | +7.8% |
| 30D | -26.6% | +8.3% | -34.9% | -28.8% |
| 3M | -36.3% | +8.4% | -44.8% | -38.4% |
| 6M | -30.6% | +23.3% | -53.9% | -36.7% |
| YTD | +35.3% | +18.2% | +17.1% | +24.8% |
| 1Y | +59.2% | +18.8% | +40.5% | +46.4% |
| 3Y | +547.7% | +78.5% | +469.2% | +397.2% |
| 5Y | +337.5% | +40.1% | +297.5% | +270.5% |
| 10Y | +887.4% | +196.5% | +690.9% | +473.5% |
| All | +887.4% | +196.0% | +691.3% | +473.5% |
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