+887.4%
TSEM vs EMB
+36.3%
+851.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.1% | +7.5% | +7.5% |
| 7D | +6.8% | -0.4% | +7.2% | +7.4% |
| 30D | -26.6% | +1.5% | -28.2% | -27.9% |
| 3M | -36.3% | -1.6% | -34.8% | -35.1% |
| 6M | -30.6% | -1.5% | -29.1% | -29.1% |
| YTD | +35.3% | -0.1% | +35.4% | +36.5% |
| 1Y | +59.2% | +0.5% | +58.7% | +59.8% |
| 3Y | +547.7% | +30.2% | +517.4% | +401.9% |
| 5Y | +337.5% | +8.6% | +329.0% | +324.9% |
| 10Y | +887.4% | +36.9% | +850.5% | +622.8% |
| All | +887.4% | +36.3% | +851.1% | +622.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling