-23.8%
TSEM vs ED
+2,070.5%
-2,094.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.1% | +11.0% | +10.9% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -33.4% | +11.6% | -45.0% | -33.8% |
| 3M | -39.7% | +10.5% | -50.2% | -40.0% |
| 6M | -27.8% | +13.2% | -41.0% | -28.5% |
| YTD | +29.7% | +22.1% | +7.6% | +27.7% |
| 1Y | +81.1% | +24.2% | +57.0% | +78.0% |
| 3Y | +529.3% | +46.9% | +482.4% | +501.3% |
| 5Y | +315.0% | +80.8% | +234.1% | +284.5% |
| 10Y | +865.7% | +134.3% | +731.4% | +763.7% |
| All | -23.8% | +2,070.5% | -2,094.3% | -16.2% |
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 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