+80.5%
TSEM vs EMB
+0.7%
+79.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.0% | -9.8% | -11.8% |
| 7D | -23.1% | +0.7% | -23.8% | -24.9% |
| 30D | -40.4% | +2.3% | -42.7% | -45.1% |
| 3M | -37.9% | -2.5% | -35.4% | -31.5% |
| 6M | -30.8% | -1.1% | -29.7% | -27.6% |
| YTD | +26.7% | -0.6% | +27.3% | +28.4% |
| 1Y | +80.5% | +0.6% | +79.8% | +69.2% |
| All | +80.5% | +0.7% | +79.8% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling