+80.5%
TSEM vs EFX
-7.5%
+88.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.4% | -11.1% | -7.3% |
| 7D | -23.1% | +9.2% | -32.3% | -18.5% |
| 30D | -40.4% | +34.8% | -75.2% | -28.6% |
| 3M | -37.9% | +8.8% | -46.7% | -33.2% |
| 6M | -30.8% | +12.3% | -43.1% | -21.8% |
| YTD | +26.7% | -10.6% | +37.3% | +44.3% |
| 1Y | +80.5% | -6.7% | +87.2% | +106.1% |
| All | +80.5% | -7.5% | +88.0% | +106.1% |
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