+253.1%
TSEM vs ED
+12.4%
+240.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.3% | +9.2% | +6.1% |
| 7D | +6.9% | -0.2% | +7.1% | +6.8% |
| 30D | +5.3% | -0.1% | +5.4% | +5.4% |
| 3M | -14.9% | +3.9% | -18.8% | -10.0% |
| 6M | +80.0% | -3.0% | +83.1% | +77.9% |
| YTD | +89.4% | +10.7% | +78.7% | +119.5% |
| 1Y | +253.1% | +13.3% | +239.7% | +326.3% |
| All | +253.1% | +12.4% | +240.7% | +326.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling