+253.1%
TSEM vs EIX
+7.5%
+245.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.8% | +7.0% | +7.9% |
| 7D | +6.9% | -19.1% | +26.0% | +6.6% |
| 30D | +5.3% | -16.9% | +22.2% | +5.6% |
| 3M | -14.9% | -20.0% | +5.1% | -15.3% |
| 6M | +80.0% | -21.3% | +101.3% | +76.3% |
| YTD | +89.4% | -1.7% | +91.1% | +96.9% |
| 1Y | +253.1% | +9.6% | +243.5% | +267.7% |
| All | +253.1% | +7.5% | +245.6% | +267.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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