+621.7%
TSEM vs EFV
+95.9%
+525.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.7% |
| 7D | -4.9% | -0.8% | -4.1% | -4.2% |
| 30D | -18.7% | +0.6% | -19.4% | -19.2% |
| 3M | -18.1% | +7.5% | -25.7% | -23.0% |
| 6M | +77.1% | +13.0% | +64.1% | +61.0% |
| YTD | +80.1% | +18.3% | +61.8% | +57.9% |
| 1Y | +220.4% | +26.7% | +193.7% | +167.7% |
| 3Y | +650.1% | +89.6% | +560.5% | +382.2% |
| All | +621.7% | +95.9% | +525.8% | +396.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling