+235.4%
TSEM vs ECL
+0.5%
+234.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -2.3% |
| 7D | +4.7% | -2.7% | +7.5% | +3.6% |
| 30D | -14.2% | -4.3% | -10.0% | -15.4% |
| 3M | -5.0% | +3.2% | -8.3% | -5.1% |
| 6M | +87.6% | -2.9% | +90.5% | +86.4% |
| YTD | +84.4% | +4.3% | +80.2% | +82.8% |
| 1Y | +235.4% | +1.6% | +233.8% | +233.2% |
| All | +235.4% | +0.5% | +234.9% | +233.2% |
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