+253.1%
TSEM vs EME
+19.7%
+233.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.7% | +6.1% | +6.3% |
| 7D | +6.9% | +1.9% | +5.0% | +5.2% |
| 30D | +5.3% | -8.3% | +13.6% | +14.0% |
| 3M | -14.9% | -10.7% | -4.2% | -4.4% |
| 6M | +80.0% | +1.9% | +78.1% | +85.9% |
| YTD | +89.4% | +23.5% | +65.9% | +78.3% |
| 1Y | +253.1% | +18.0% | +235.1% | +217.3% |
| All | +253.1% | +19.7% | +233.4% | +217.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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