+11.3%
TSEM vs ED
+1,867.0%
-1,855.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.3% | +9.2% | +7.9% |
| 7D | +6.9% | -0.2% | +7.1% | +6.9% |
| 30D | +5.3% | -0.1% | +5.4% | +5.3% |
| 3M | -14.9% | +3.9% | -18.8% | -15.3% |
| 6M | +80.0% | -3.0% | +83.1% | +80.1% |
| YTD | +89.4% | +10.7% | +78.7% | +87.4% |
| 1Y | +253.1% | +13.3% | +239.7% | +248.4% |
| 3Y | +642.1% | +34.5% | +607.6% | +612.0% |
| 5Y | +659.1% | +67.1% | +592.0% | +605.1% |
| 10Y | +1,291.4% | +103.0% | +1,188.3% | +1,156.8% |
| All | +11.3% | +1,867.0% | -1,855.7% | +23.1% |
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 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