+1,115.0%
TSEM vs EFV
+258.8%
+856.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.1% | +8.0% | +8.0% |
| 7D | +6.9% | +1.5% | +5.4% | +5.5% |
| 30D | +5.3% | +1.7% | +3.6% | +3.8% |
| 3M | -14.9% | +8.6% | -23.6% | -20.5% |
| 6M | +80.0% | +11.7% | +68.4% | +65.4% |
| YTD | +89.4% | +19.3% | +70.1% | +64.2% |
| 1Y | +253.1% | +30.2% | +222.9% | +185.5% |
| 3Y | +642.1% | +91.6% | +550.5% | +334.4% |
| 5Y | +659.1% | +96.4% | +562.7% | +327.2% |
| 10Y | +1,291.4% | +166.5% | +1,124.9% | +518.3% |
| All | +1,115.0% | +258.8% | +856.1% | +435.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling