+523.5%
TSEM vs EMB
+30.6%
+493.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.1% | +7.5% | +7.4% |
| 7D | +6.8% | -0.4% | +7.2% | +8.0% |
| 30D | -26.6% | +1.1% | -27.7% | -28.3% |
| 3M | -36.3% | -2.0% | -34.3% | -33.4% |
| 6M | -30.6% | -1.9% | -28.7% | -27.2% |
| YTD | +35.3% | -0.5% | +35.8% | +38.4% |
| 1Y | +59.2% | +0.1% | +59.1% | +61.3% |
| All | +523.5% | +30.6% | +493.0% | +355.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling