+621.7%
TSEM vs ELAN
-30.9%
+652.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +74.9% |
| YTD | +80.1% | +2.4% | +77.8% | +76.5% |
| 1Y | +220.4% | +23.4% | +197.0% | +202.3% |
| 3Y | +650.1% | +96.7% | +553.4% | +519.4% |
| All | +621.7% | -30.9% | +652.6% | +699.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling