+1,326.7%
TSEM vs ENB
+98.3%
+1,228.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | +4.7% | -0.3% | +5.0% | +4.8% |
| 30D | -14.2% | -1.1% | -13.2% | -13.9% |
| 3M | -5.0% | -8.5% | +3.4% | -1.9% |
| 6M | +87.6% | -4.5% | +92.1% | +91.2% |
| YTD | +84.4% | +9.1% | +75.4% | +77.7% |
| 1Y | +235.4% | +8.0% | +227.4% | +224.3% |
| 3Y | +668.0% | +77.8% | +590.2% | +496.3% |
| 5Y | +644.7% | +69.4% | +575.4% | +475.2% |
| 10Y | +1,326.7% | +100.5% | +1,226.2% | +848.8% |
| All | +1,326.7% | +98.3% | +1,228.4% | +848.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling