-59.0%
TSEM vs EL
+1,800.1%
-1,859.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | +20.5% | +2.7% | +17.9% | +19.7% |
| 30D | -29.0% | +10.8% | -39.8% | -31.0% |
| 3M | -39.4% | +26.5% | -65.8% | -43.7% |
| 6M | -28.5% | +31.1% | -59.6% | -34.9% |
| YTD | +34.4% | +6.6% | +27.8% | +26.2% |
| 1Y | +48.3% | +21.8% | +26.5% | +33.8% |
| 3Y | +543.5% | +1.8% | +541.8% | +479.6% |
| 5Y | +331.4% | -65.6% | +397.0% | +417.5% |
| 10Y | +881.1% | +60.3% | +820.8% | +645.3% |
| All | -59.0% | +1,800.1% | -1,859.1% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling