+11.3%
TSEM vs ECL
+7,714.2%
-7,702.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.1% | +7.7% | +7.8% |
| 7D | +6.9% | -2.6% | +9.5% | +7.9% |
| 30D | +5.3% | -2.2% | +7.5% | +6.0% |
| 3M | -14.9% | +10.1% | -25.0% | -18.9% |
| 6M | +80.0% | -5.7% | +85.8% | +81.7% |
| YTD | +89.4% | +7.0% | +82.4% | +81.5% |
| 1Y | +253.1% | +2.7% | +250.4% | +242.7% |
| 3Y | +642.1% | +57.7% | +584.4% | +504.5% |
| 5Y | +659.1% | +31.1% | +628.0% | +547.6% |
| 10Y | +1,291.4% | +150.9% | +1,140.5% | +804.8% |
| All | +11.3% | +7,714.2% | -7,702.9% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling