+253.1%
TSEM vs ELV
+34.8%
+218.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.8% | +9.6% | +7.5% |
| 7D | +6.9% | +3.3% | +3.6% | +7.6% |
| 30D | +5.3% | +4.2% | +1.1% | +6.2% |
| 3M | -14.9% | -0.1% | -14.8% | -14.2% |
| 6M | +80.0% | +41.3% | +38.8% | +93.6% |
| YTD | +89.4% | +17.4% | +71.9% | +94.2% |
| 1Y | +253.1% | +35.1% | +218.0% | +281.2% |
| All | +253.1% | +34.8% | +218.3% | +281.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling