-23.8%
TSEM vs ECL
+8,505.3%
-8,529.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.0% | +8.9% | +10.2% |
| 7D | -2.0% | -0.5% | -1.4% | -1.8% |
| 30D | -33.4% | +8.8% | -42.3% | -35.6% |
| 3M | -39.7% | +7.8% | -47.5% | -41.6% |
| 6M | -27.8% | +21.3% | -49.1% | -33.9% |
| YTD | +29.7% | +17.8% | +11.9% | +19.7% |
| 1Y | +81.1% | +21.1% | +60.1% | +65.3% |
| 3Y | +529.3% | +80.1% | +449.2% | +386.9% |
| 5Y | +315.0% | +40.5% | +274.5% | +244.9% |
| 10Y | +865.7% | +197.7% | +667.9% | +487.6% |
| All | -23.8% | +8,505.3% | -8,529.1% | -76.0% |
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