+80.5%
TSEM vs ED
+27.1%
+53.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.0% | -11.7% | -4.4% |
| 7D | -23.1% | +5.4% | -28.5% | -16.5% |
| 30D | -40.4% | +16.4% | -56.7% | -26.1% |
| 3M | -37.9% | +11.9% | -49.8% | -26.8% |
| 6M | -30.8% | +11.6% | -42.4% | -17.1% |
| YTD | +26.7% | +24.1% | +2.6% | +75.6% |
| 1Y | +80.5% | +26.9% | +53.6% | +163.6% |
| All | +80.5% | +27.1% | +53.4% | +163.6% |
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