+87.6%
TSEM vs EFV
+14.9%
+72.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | +0.3% |
| 7D | +4.7% | -0.5% | +5.2% | +5.7% |
| 30D | -14.2% | 0.0% | -14.3% | -14.3% |
| 3M | -5.0% | +8.4% | -13.5% | -18.5% |
| 6M | +87.6% | +12.3% | +75.2% | +53.6% |
| All | +87.6% | +14.9% | +72.7% | +53.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling