+253.1%
TSEM vs ENB
+7.5%
+245.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.9% | +8.7% | +8.2% |
| 7D | +6.9% | -0.2% | +7.1% | +6.9% |
| 30D | +5.3% | -2.2% | +7.5% | +6.4% |
| 3M | -14.9% | -10.5% | -4.4% | -9.7% |
| 6M | +80.0% | -5.1% | +85.1% | +84.3% |
| YTD | +89.4% | +9.0% | +80.4% | +91.6% |
| 1Y | +253.1% | +8.2% | +244.9% | +259.7% |
| All | +253.1% | +7.5% | +245.5% | +259.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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