+679.5%
TSEM vs ECL
+58.2%
+621.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +10.4% | -0.8% | +11.2% | +10.5% |
| 30D | -12.9% | -2.5% | -10.5% | -12.8% |
| 3M | -9.2% | +8.3% | -17.5% | -11.3% |
| 6M | +98.8% | -1.1% | +99.9% | +98.6% |
| YTD | +87.2% | +6.5% | +80.7% | +82.3% |
| 1Y | +239.0% | +2.1% | +236.9% | +233.5% |
| 3Y | +679.5% | +57.6% | +621.9% | +590.8% |
| All | +679.5% | +58.2% | +621.3% | +590.8% |
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