+679.5%
TSEM vs EIX
0.0%
+679.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.6% | -1.6% |
| 7D | +10.4% | +0.9% | +9.5% | +10.3% |
| 30D | -12.9% | -13.5% | +0.6% | -11.8% |
| 3M | -9.2% | -15.3% | +6.1% | -8.1% |
| 6M | +98.8% | -15.3% | +114.1% | +100.6% |
| YTD | +87.2% | +2.7% | +84.5% | +81.9% |
| 1Y | +239.0% | +17.4% | +221.5% | +218.8% |
| 3Y | +679.5% | -1.3% | +680.8% | +637.0% |
| All | +679.5% | 0.0% | +679.5% | +637.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling