+786.5%
TSEM vs ENB
+109.5%
+677.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.5% | -7.2% |
| 7D | +7.0% | +3.1% | +3.8% | +5.7% |
| 30D | -29.8% | +2.1% | -31.9% | -30.5% |
| 3M | -41.9% | -4.4% | -37.5% | -41.0% |
| 6M | -45.8% | -10.1% | -35.7% | -43.6% |
| YTD | +25.1% | +5.2% | +19.9% | +22.0% |
| 1Y | +48.2% | +4.2% | +44.0% | +45.0% |
| 3Y | +476.5% | +70.1% | +406.4% | +353.2% |
| 5Y | +301.4% | +59.4% | +242.1% | +216.6% |
| All | +786.5% | +109.5% | +677.0% | +462.9% |
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