+667.3%
TSEM vs EMB
+7.3%
+659.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +10.4% | +0.3% | +10.1% | +10.1% |
| 30D | -12.9% | -0.5% | -12.4% | -12.6% |
| 3M | -9.2% | +0.3% | -9.5% | -9.4% |
| 6M | +98.8% | +1.2% | +97.6% | +97.4% |
| YTD | +87.2% | +1.5% | +85.7% | +85.6% |
| 1Y | +239.0% | +4.8% | +234.2% | +228.0% |
| 3Y | +679.5% | +30.4% | +649.2% | +562.9% |
| 5Y | +667.3% | +7.3% | +660.0% | +781.5% |
| All | +667.3% | +7.3% | +659.9% | +781.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling