+529.3%
TSEM vs ECL
+78.6%
+450.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.0% | +8.9% | +10.9% |
| 7D | -2.0% | -0.5% | -1.4% | -1.9% |
| 30D | -33.4% | +8.8% | -42.3% | -33.5% |
| 3M | -39.7% | +7.8% | -47.5% | -39.7% |
| 6M | -27.8% | +21.3% | -49.1% | -29.7% |
| YTD | +29.7% | +17.8% | +11.9% | +26.3% |
| 1Y | +81.1% | +21.1% | +60.1% | +74.8% |
| 3Y | +529.3% | +80.1% | +449.2% | +483.8% |
| All | +529.3% | +78.6% | +450.7% | +483.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling