+207.6%
TSEM vs ELF
-31.2%
+238.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.3% | +0.4% | -3.6% |
| 7D | +0.9% | -10.8% | +11.8% | +1.8% |
| 30D | -16.6% | +0.8% | -17.4% | -16.6% |
| 3M | -10.9% | +64.8% | -75.7% | -13.9% |
| 6M | +78.0% | +19.0% | +59.0% | +76.6% |
| YTD | +77.2% | +25.9% | +51.3% | +70.1% |
| 1Y | +207.6% | -28.8% | +236.3% | +218.9% |
| All | +207.6% | -31.2% | +238.7% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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