+1,326.7%
TSEM vs EL
+28.8%
+1,297.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.7% |
| 7D | +4.7% | -2.4% | +7.1% | +5.4% |
| 30D | -14.2% | +13.7% | -27.9% | -17.7% |
| 3M | -5.0% | +14.5% | -19.5% | -9.3% |
| 6M | +87.6% | +7.4% | +80.2% | +79.8% |
| YTD | +84.4% | -4.7% | +89.1% | +79.1% |
| 1Y | +235.4% | +12.9% | +222.5% | +205.9% |
| 3Y | +668.0% | -32.2% | +700.2% | +678.8% |
| 5Y | +644.7% | -68.4% | +713.1% | +901.3% |
| 10Y | +1,326.7% | +28.3% | +1,298.4% | +925.8% |
| All | +1,326.7% | +28.8% | +1,297.8% | +925.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling