+646.3%
TSEM vs ELV
+13.8%
+632.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.5% |
| 7D | +4.7% | -2.2% | +6.9% | +4.6% |
| 30D | -14.2% | -0.2% | -14.0% | -14.2% |
| 3M | -5.0% | -6.1% | +1.1% | -5.2% |
| 6M | +87.6% | +42.8% | +44.7% | +90.4% |
| YTD | +84.4% | +14.4% | +70.1% | +85.3% |
| 1Y | +235.4% | +28.6% | +206.8% | +237.6% |
| 3Y | +668.0% | -7.4% | +675.4% | +678.2% |
| All | +646.3% | +13.8% | +632.5% | +572.9% |
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