+190.2%
TSEM vs ELV
+2,409.5%
-2,219.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.8% |
| 7D | +10.4% | -0.3% | +10.7% | +10.5% |
| 30D | -12.9% | +2.0% | -14.9% | -13.4% |
| 3M | -9.2% | -3.5% | -5.7% | -9.0% |
| 6M | +98.8% | +40.2% | +58.6% | +81.9% |
| YTD | +87.2% | +15.8% | +71.4% | +77.3% |
| 1Y | +239.0% | +33.2% | +205.8% | +208.9% |
| 3Y | +679.5% | -6.2% | +685.7% | +651.2% |
| 5Y | +667.3% | +16.4% | +650.8% | +579.1% |
| 10Y | +1,301.0% | +259.8% | +1,041.3% | +758.8% |
| All | +190.2% | +2,409.5% | -2,219.3% | +92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling