+668.0%
TSEM vs ELV
-7.6%
+675.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.7% |
| 7D | +4.7% | -2.2% | +6.9% | +4.4% |
| 30D | -14.2% | -0.2% | -14.0% | -14.2% |
| 3M | -5.0% | -6.1% | +1.1% | -5.6% |
| 6M | +87.6% | +42.8% | +44.7% | +98.6% |
| YTD | +84.4% | +14.4% | +70.1% | +88.9% |
| 1Y | +235.4% | +28.6% | +206.8% | +249.8% |
| All | +668.0% | -7.6% | +675.6% | +691.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling