+1,326.7%
TSEM vs ED
+105.2%
+1,221.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | +4.7% | -0.2% | +4.9% | +4.7% |
| 30D | -14.2% | +1.9% | -16.2% | -14.2% |
| 3M | -5.0% | +1.9% | -6.9% | -5.1% |
| 6M | +87.6% | -2.3% | +89.8% | +87.6% |
| YTD | +84.4% | +10.9% | +73.5% | +83.9% |
| 1Y | +235.4% | +14.5% | +220.9% | +233.7% |
| 3Y | +668.0% | +33.4% | +634.6% | +639.2% |
| 5Y | +644.7% | +67.3% | +577.5% | +582.5% |
| 10Y | +1,326.7% | +110.7% | +1,216.0% | +1,222.6% |
| All | +1,326.7% | +105.2% | +1,221.4% | +1,222.6% |
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 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