+11.3%
TSEM vs EIX
+1,172.0%
-1,160.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.8% | +7.0% | +7.7% |
| 7D | +6.9% | -19.1% | +26.0% | +9.5% |
| 30D | +5.3% | -16.9% | +22.2% | +7.3% |
| 3M | -14.9% | -20.0% | +5.1% | -13.0% |
| 6M | +80.0% | -21.3% | +101.4% | +84.5% |
| YTD | +89.4% | -1.7% | +91.1% | +87.5% |
| 1Y | +253.1% | +9.6% | +243.5% | +243.6% |
| 3Y | +642.1% | -3.7% | +645.8% | +629.7% |
| 5Y | +659.1% | +22.6% | +636.5% | +615.8% |
| 10Y | +1,291.4% | +17.7% | +1,273.7% | +1,193.6% |
| All | +11.3% | +1,172.0% | -1,160.7% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling