+80.0%
TSEM vs ECL
-5.5%
+85.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.1% | +7.7% | +7.9% |
| 7D | +6.9% | -2.6% | +9.5% | +5.5% |
| 30D | +5.3% | -2.2% | +7.5% | +4.7% |
| 3M | -14.9% | +10.1% | -25.0% | -16.8% |
| 6M | +80.0% | -5.7% | +85.8% | +107.5% |
| All | +80.0% | -5.5% | +85.6% | +107.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling