+207.6%
TSEM vs EL
+11.6%
+196.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -4.1% |
| 7D | +0.9% | -4.4% | +5.3% | +0.6% |
| 30D | -16.6% | +10.3% | -26.9% | -15.3% |
| 3M | -10.9% | +13.4% | -24.3% | -9.0% |
| 6M | +78.0% | +3.1% | +74.9% | +79.2% |
| YTD | +77.2% | -6.9% | +84.1% | +69.6% |
| 1Y | +207.6% | +11.9% | +195.7% | +176.5% |
| All | +207.6% | +11.6% | +196.0% | +176.5% |
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