+59.2%
TSEM vs ECL
+19.8%
+39.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.6% | +7.0% | +7.9% |
| 7D | +6.8% | -2.3% | +9.0% | +5.2% |
| 30D | -26.6% | +8.3% | -34.9% | -23.4% |
| 3M | -36.3% | +8.4% | -44.8% | -33.3% |
| 6M | -30.6% | +23.3% | -53.9% | -26.2% |
| YTD | +35.3% | +18.2% | +17.1% | +42.2% |
| 1Y | +59.2% | +18.8% | +40.5% | +67.4% |
| All | +59.2% | +19.8% | +39.4% | +67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling