+253.1%
TSEM vs ELAN
+41.2%
+211.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.5% | +7.8% |
| 7D | +6.9% | +1.6% | +5.3% | +6.8% |
| 30D | +5.3% | -6.6% | +11.9% | +6.1% |
| 3M | -14.9% | -0.8% | -14.1% | -15.5% |
| 6M | +80.0% | +0.2% | +79.8% | +76.9% |
| YTD | +89.4% | +8.3% | +81.1% | +86.6% |
| 1Y | +253.1% | +40.2% | +212.8% | +243.5% |
| All | +253.1% | +41.2% | +211.9% | +243.5% |
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