+80.5%
TSEM vs ELAN
+13.9%
+66.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.0% | -11.8% | -8.9% |
| 7D | -23.1% | +11.7% | -34.9% | -23.7% |
| 30D | -40.4% | +12.4% | -52.8% | -40.8% |
| 3M | -37.9% | -1.1% | -36.7% | -37.7% |
| 6M | -30.8% | +12.4% | -43.2% | -33.7% |
| YTD | +26.7% | +11.8% | +14.9% | +25.3% |
| 1Y | +80.5% | +12.5% | +68.0% | +80.3% |
| All | +80.5% | +13.9% | +66.6% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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