+668.0%
TSEM vs EFX
-12.7%
+680.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.5% |
| 7D | +4.7% | -9.4% | +14.1% | +4.8% |
| 30D | -14.2% | -6.9% | -7.4% | -14.3% |
| 3M | -5.0% | +0.1% | -5.2% | -6.2% |
| 6M | +87.6% | -17.3% | +104.9% | +93.4% |
| YTD | +84.4% | -21.8% | +106.3% | +92.0% |
| 1Y | +235.4% | -32.5% | +267.9% | +264.0% |
| All | +668.0% | -12.7% | +680.6% | +660.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling