+650.1%
TSEM vs ELV
-2.1%
+652.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.7% |
| 7D | -4.9% | +3.2% | -8.1% | -4.3% |
| 30D | -18.7% | +5.4% | -24.1% | -17.9% |
| 3M | -18.1% | +5.4% | -23.5% | -17.0% |
| 6M | +77.1% | +45.7% | +31.4% | +88.2% |
| YTD | +80.1% | +21.2% | +58.9% | +86.3% |
| 1Y | +220.4% | +35.6% | +184.8% | +237.2% |
| 3Y | +650.1% | -2.0% | +652.1% | +680.5% |
| All | +650.1% | -2.1% | +652.2% | +680.5% |
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