-20.5%
TSEM vs ED
+2,085.2%
-2,105.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.1% | +7.7% | +7.6% |
| 7D | +6.8% | -0.9% | +7.7% | +6.8% |
| 30D | -26.6% | +11.2% | -37.8% | -27.1% |
| 3M | -36.3% | +11.8% | -48.1% | -36.7% |
| 6M | -30.6% | +14.1% | -44.7% | -31.2% |
| YTD | +35.3% | +23.0% | +12.3% | +33.1% |
| 1Y | +59.2% | +23.7% | +35.6% | +56.5% |
| 3Y | +547.7% | +47.7% | +499.9% | +518.7% |
| 5Y | +337.5% | +82.6% | +254.9% | +305.2% |
| 10Y | +887.4% | +141.8% | +745.6% | +780.6% |
| All | -20.5% | +2,085.2% | -2,105.7% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling