+644.7%
TSEM vs ELF
+230.6%
+414.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.0% |
| 7D | +4.7% | -6.8% | +11.5% | +5.6% |
| 30D | -14.2% | +5.1% | -19.3% | -14.9% |
| 3M | -5.0% | +79.8% | -84.8% | -11.9% |
| 6M | +87.6% | +29.7% | +57.9% | +80.5% |
| YTD | +84.4% | +31.6% | +52.8% | +75.0% |
| 1Y | +235.4% | -27.9% | +263.3% | +241.4% |
| 3Y | +668.0% | -26.4% | +694.4% | +621.8% |
| 5Y | +644.7% | +235.6% | +409.1% | +438.2% |
| All | +644.7% | +230.6% | +414.1% | +438.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling