+617.0%
TSEM vs EME
+540.8%
+76.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.5% |
| 7D | +0.9% | +0.9% | 0.0% | +0.4% |
| 30D | -16.6% | -8.4% | -8.2% | -12.0% |
| 3M | -10.9% | -3.6% | -7.3% | -7.4% |
| 6M | +78.0% | +3.6% | +74.5% | +80.2% |
| YTD | +77.2% | +22.5% | +54.7% | +66.4% |
| 1Y | +207.6% | +18.2% | +189.4% | +189.5% |
| 3Y | +637.8% | +238.4% | +399.5% | +373.2% |
| 5Y | +617.0% | +550.5% | +66.5% | +260.0% |
| All | +617.0% | +540.8% | +76.2% | +260.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling