+253.1%
TSEM vs EFX
-25.2%
+278.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -6.4% | +14.2% | +4.6% |
| 7D | +6.9% | -8.6% | +15.5% | +2.4% |
| 30D | +5.3% | +0.1% | +5.2% | +5.9% |
| 3M | -14.9% | +3.8% | -18.8% | -11.1% |
| 6M | +80.0% | -13.5% | +93.5% | +87.9% |
| YTD | +89.4% | -17.7% | +107.0% | +96.5% |
| 1Y | +253.1% | -25.6% | +278.7% | +255.7% |
| All | +253.1% | -25.2% | +278.3% | +255.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling