+679.5%
TSEM vs ED
+35.1%
+644.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -0.5% |
| 7D | +10.4% | +0.5% | +9.9% | +10.9% |
| 30D | -12.9% | +1.1% | -14.0% | -12.1% |
| 3M | -9.2% | +4.6% | -13.8% | -5.8% |
| 6M | +98.8% | -2.0% | +100.7% | +99.4% |
| YTD | +87.2% | +11.7% | +75.5% | +102.3% |
| 1Y | +239.0% | +15.7% | +223.2% | +274.8% |
| 3Y | +679.5% | +34.4% | +645.1% | +746.1% |
| All | +679.5% | +35.1% | +644.4% | +746.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling