+331.4%
TSEM vs EIX
+17.2%
+314.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.6% |
| 7D | +20.5% | -1.5% | +22.0% | +20.7% |
| 30D | -29.0% | +8.1% | -37.1% | -29.6% |
| 3M | -39.4% | -12.1% | -27.2% | -38.7% |
| 6M | -28.5% | -13.4% | -15.1% | -28.0% |
| YTD | +34.4% | +5.6% | +28.9% | +30.7% |
| 1Y | +48.3% | +7.8% | +40.5% | +43.5% |
| 3Y | +543.5% | +9.8% | +533.7% | +509.2% |
| 5Y | +331.4% | +18.8% | +312.6% | +294.8% |
| All | +331.4% | +17.2% | +314.2% | +294.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling