+786.5%
TSEM vs ED
+147.1%
+639.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.3% | -6.8% |
| 7D | +7.0% | +2.1% | +4.9% | +7.1% |
| 30D | -29.8% | +10.4% | -40.2% | -29.3% |
| 3M | -41.9% | +12.5% | -54.5% | -41.5% |
| 6M | -45.8% | +14.9% | -60.7% | -45.4% |
| YTD | +25.1% | +24.8% | +0.3% | +25.6% |
| 1Y | +48.2% | +23.8% | +24.4% | +48.9% |
| 3Y | +476.5% | +51.6% | +424.8% | +458.0% |
| 5Y | +301.4% | +86.4% | +215.0% | +271.1% |
| All | +786.5% | +147.1% | +639.4% | +734.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling