+40.1%
TSEM vs EME
+62,686.5%
-62,646.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -2.0% |
| 7D | +10.4% | +5.2% | +5.3% | +8.6% |
| 30D | -12.9% | -5.4% | -7.6% | -11.2% |
| 3M | -9.2% | -6.1% | -3.1% | -6.4% |
| 6M | +98.8% | +9.7% | +89.1% | +96.7% |
| YTD | +87.2% | +26.6% | +60.6% | +77.5% |
| 1Y | +239.0% | +24.6% | +214.3% | +221.4% |
| 3Y | +679.5% | +249.6% | +429.9% | +440.8% |
| 5Y | +667.3% | +556.6% | +110.7% | +336.4% |
| 10Y | +1,301.0% | +1,286.6% | +14.4% | +526.7% |
| All | +40.1% | +62,686.5% | -62,646.4% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling