+1,259.9%
TSEM vs EMB
+30.4%
+1,229.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.0% |
| 7D | +0.9% | -1.1% | +2.0% | +2.2% |
| 30D | -16.6% | -1.1% | -15.6% | -15.6% |
| 3M | -10.9% | -0.8% | -10.1% | -10.0% |
| 6M | +78.0% | -0.1% | +78.1% | +79.1% |
| YTD | +77.2% | +0.4% | +76.8% | +77.5% |
| 1Y | +207.6% | +3.3% | +204.3% | +199.5% |
| 3Y | +637.8% | +29.0% | +608.8% | +477.7% |
| 5Y | +617.0% | +6.3% | +610.7% | +613.4% |
| All | +1,259.9% | +30.4% | +1,229.5% | +1,000.6% |
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