+667.3%
TSEM vs EL
-67.4%
+734.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | +10.4% | +1.7% | +8.7% | +10.2% |
| 30D | -12.9% | +15.5% | -28.4% | -15.3% |
| 3M | -9.2% | +20.6% | -29.7% | -12.5% |
| 6M | +98.8% | +10.5% | +88.3% | +92.9% |
| YTD | +87.2% | -1.9% | +89.1% | +82.9% |
| 1Y | +239.0% | +16.1% | +222.9% | +216.3% |
| 3Y | +679.5% | -30.2% | +709.7% | +666.6% |
| 5Y | +667.3% | -67.4% | +734.6% | +893.0% |
| All | +667.3% | -67.4% | +734.7% | +893.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling