+1,282.5%
TSEM vs ELV
+278.6%
+1,003.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.5% | -7.8% | -3.2% |
| 7D | -4.9% | +2.8% | -7.6% | -5.3% |
| 30D | -18.7% | +4.9% | -23.6% | -19.4% |
| 3M | -18.1% | +4.9% | -23.0% | -19.0% |
| 6M | +77.1% | +45.1% | +32.0% | +65.3% |
| YTD | +80.1% | +20.7% | +59.5% | +72.1% |
| 1Y | +220.4% | +35.0% | +185.4% | +198.5% |
| 3Y | +650.1% | -2.4% | +652.5% | +629.0% |
| 5Y | +628.9% | +25.5% | +603.4% | +536.0% |
| All | +1,282.5% | +278.6% | +1,003.9% | +785.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling