+679.5%
TSEM vs ELF
-23.6%
+703.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -0.5% |
| 7D | +10.4% | -1.2% | +11.6% | +10.6% |
| 30D | -12.9% | +5.9% | -18.8% | -13.6% |
| 3M | -9.2% | +99.5% | -108.7% | -16.9% |
| 6M | +98.8% | +26.5% | +72.2% | +91.9% |
| YTD | +87.2% | +37.2% | +50.0% | +76.5% |
| 1Y | +239.0% | -24.4% | +263.4% | +243.9% |
| 3Y | +679.5% | -23.3% | +702.8% | +610.9% |
| All | +679.5% | -23.6% | +703.1% | +610.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling