+1,346.6%
TSEM vs ELF
+357.0%
+989.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.1% | +5.7% | +7.5% |
| 7D | +6.9% | +5.4% | +1.5% | +6.1% |
| 30D | +5.3% | +27.0% | -21.7% | +1.6% |
| 3M | -14.9% | +113.2% | -128.1% | -24.2% |
| 6M | +80.0% | +36.6% | +43.5% | +70.1% |
| YTD | +89.4% | +44.2% | +45.1% | +75.4% |
| 1Y | +253.1% | -18.0% | +271.1% | +252.3% |
| 3Y | +642.1% | -19.9% | +662.1% | +593.9% |
| 5Y | +659.1% | +257.7% | +401.4% | +429.1% |
| All | +1,346.6% | +357.0% | +989.6% | +802.0% |
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