+933.6%
TSEM vs ELF
+393.6%
+540.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.4% |
| 3M | -36.3% | +24.7% | -61.1% | -38.5% |
| 6M | -30.6% | +114.6% | -145.2% | -38.4% |
| YTD | +35.3% | +55.8% | -20.5% | +23.9% |
| 1Y | +59.2% | +51.9% | +7.3% | +46.3% |
| 3Y | +547.7% | +24.6% | +523.1% | +466.1% |
| 5Y | +337.5% | +279.2% | +58.3% | +203.1% |
| 10Y | +887.4% | +338.7% | +548.6% | +508.7% |
| All | +933.6% | +393.6% | +540.1% | +537.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling