+299.0%
TSEM vs ELV
+5.9%
+293.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -7.0% |
| 7D | +7.0% | +1.0% | +6.0% | +7.1% |
| 30D | -29.8% | +0.4% | -30.1% | -29.6% |
| 3M | -41.9% | +8.4% | -50.3% | -41.4% |
| 6M | -45.8% | +8.4% | -54.2% | -45.2% |
| YTD | +25.1% | +24.4% | +0.7% | +27.0% |
| 1Y | +48.2% | +33.5% | +14.7% | +50.7% |
| 3Y | +476.5% | -2.1% | +478.6% | +492.4% |
| All | +299.0% | +5.9% | +293.1% | +273.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling