+927.1%
TSEM vs ELF
+373.0%
+554.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.5% | 0.0% |
| 7D | +20.5% | +3.4% | +17.2% | +20.0% |
| 30D | -29.0% | +5.0% | -33.9% | -29.4% |
| 3M | -39.4% | +22.6% | -61.9% | -41.2% |
| 6M | -28.5% | +104.0% | -132.5% | -36.1% |
| YTD | +34.4% | +49.3% | -14.9% | +23.9% |
| 1Y | +48.3% | +46.0% | +2.3% | +37.0% |
| 3Y | +543.5% | +19.4% | +524.1% | +466.0% |
| 5Y | +331.4% | +262.0% | +69.4% | +201.0% |
| 10Y | +881.1% | +320.5% | +560.6% | +508.6% |
| All | +927.1% | +373.0% | +554.0% | +536.9% |
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 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