-30.6%
TSEM vs ELF
+97.4%
-128.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.7% | +7.6% |
| 7D | +6.8% | +4.3% | +2.5% | +6.2% |
| 30D | -26.6% | +7.7% | -34.4% | -27.1% |
| 3M | -36.3% | +24.7% | -61.1% | -36.9% |
| 6M | -30.6% | +114.6% | -145.2% | -27.8% |
| All | -30.6% | +97.4% | -128.0% | -27.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling