+220.4%
TSEM vs EME
+21.8%
+198.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.7% | -2.1% |
| 7D | -4.9% | +3.5% | -8.4% | -7.9% |
| 30D | -18.7% | -6.3% | -12.4% | -13.8% |
| 3M | -18.1% | -3.8% | -14.4% | -13.5% |
| 6M | +77.1% | +8.5% | +68.6% | +74.2% |
| YTD | +80.1% | +27.8% | +52.3% | +64.3% |
| 1Y | +220.4% | +22.2% | +198.2% | +176.8% |
| All | +220.4% | +21.8% | +198.5% | +176.8% |
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