+650.1%
TSEM vs ELAN
+99.1%
+551.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.4% |
| 7D | -4.9% | -5.4% | +0.6% | -4.0% |
| 30D | -18.7% | +4.7% | -23.4% | -19.4% |
| 3M | -18.1% | -3.7% | -14.5% | -18.3% |
| 6M | +77.1% | -1.2% | +78.3% | +74.7% |
| YTD | +80.1% | +2.4% | +77.8% | +76.3% |
| 1Y | +220.4% | +23.4% | +197.0% | +201.6% |
| 3Y | +650.1% | +96.7% | +553.4% | +468.4% |
| All | +650.1% | +99.1% | +551.0% | +468.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling