+829.3%
TSEM vs ELAN
-29.1%
+858.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -3.3% |
| 7D | +0.9% | -6.4% | +7.3% | +2.4% |
| 30D | -16.6% | +0.6% | -17.2% | -16.8% |
| 3M | -10.9% | 0.0% | -10.9% | -11.8% |
| 6M | +78.0% | -3.4% | +81.4% | +76.2% |
| YTD | +77.2% | +1.0% | +76.2% | +73.2% |
| 1Y | +207.6% | +24.7% | +182.9% | +184.7% |
| 3Y | +637.8% | +97.2% | +540.6% | +475.3% |
| 5Y | +617.0% | -31.5% | +648.5% | +652.4% |
| All | +829.3% | -29.1% | +858.4% | +836.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling