+1,282.5%
TSEM vs EFX
+42.6%
+1,239.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -4.9% | -4.5% | -0.3% | -3.8% |
| 30D | -18.7% | -6.1% | -12.7% | -18.0% |
| 3M | -18.1% | +6.2% | -24.3% | -21.4% |
| 6M | +77.1% | -11.2% | +88.3% | +77.8% |
| YTD | +80.1% | -21.4% | +101.5% | +86.2% |
| 1Y | +220.4% | -34.3% | +254.7% | +250.4% |
| 3Y | +650.1% | -12.5% | +662.6% | +623.9% |
| 5Y | +628.9% | -35.6% | +664.4% | +670.6% |
| All | +1,282.5% | +42.6% | +1,239.9% | +929.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling