+48.3%
TSEM vs ELF
+45.6%
+2.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.5% | -0.5% |
| 7D | +20.5% | +3.4% | +17.2% | +20.5% |
| 30D | -29.0% | +5.0% | -33.9% | -28.9% |
| 3M | -39.4% | +22.6% | -61.9% | -39.1% |
| 6M | -28.5% | +104.0% | -132.5% | -26.3% |
| YTD | +34.4% | +49.3% | -14.9% | +27.6% |
| 1Y | +48.3% | +46.0% | +2.3% | +41.6% |
| All | +48.3% | +45.6% | +2.8% | +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