+48.2%
TSEM vs ED
+24.8%
+23.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.3% | -4.8% |
| 7D | +7.0% | +2.1% | +4.9% | +10.5% |
| 30D | -29.8% | +10.4% | -40.2% | -17.7% |
| 3M | -41.9% | +12.5% | -54.5% | -30.8% |
| 6M | -45.8% | +14.9% | -60.7% | -32.8% |
| YTD | +25.1% | +24.8% | +0.3% | +71.1% |
| 1Y | +48.2% | +23.8% | +24.4% | +101.1% |
| All | +48.2% | +24.8% | +23.5% | +101.1% |
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