+253.1%
TSEM vs EL
+14.8%
+238.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.0% | +4.9% | +8.1% |
| 7D | +6.9% | +0.8% | +6.1% | +6.9% |
| 30D | +5.3% | +19.8% | -14.5% | +7.6% |
| 3M | -14.9% | +25.7% | -40.6% | -12.4% |
| 6M | +80.0% | +5.4% | +74.6% | +81.7% |
| YTD | +89.4% | +0.2% | +89.1% | +82.7% |
| 1Y | +253.1% | +20.4% | +232.6% | +224.6% |
| All | +253.1% | +14.8% | +238.3% | +224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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