+48.2%
TSEM vs ELF
+53.2%
-5.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.9% | -10.9% | -7.0% |
| 7D | +7.0% | +1.6% | +5.4% | +7.0% |
| 30D | -29.8% | +9.1% | -38.9% | -29.7% |
| 3M | -41.9% | +28.2% | -70.1% | -41.5% |
| 6M | -45.8% | +119.5% | -165.3% | -43.3% |
| YTD | +25.1% | +55.2% | -30.1% | +20.6% |
| 1Y | +48.2% | +58.6% | -10.4% | +41.6% |
| All | +48.2% | +53.2% | -5.0% | +41.6% |
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