+207.6%
TSEM vs ENB
+3.8%
+203.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.8% | -0.1% | -2.1% |
| 7D | +0.9% | -4.6% | +5.5% | +3.1% |
| 30D | -16.6% | -5.2% | -11.4% | -14.5% |
| 3M | -10.9% | -13.4% | +2.5% | -4.2% |
| 6M | +78.0% | -7.8% | +85.8% | +85.5% |
| YTD | +77.2% | +4.9% | +72.3% | +83.1% |
| 1Y | +207.6% | +3.2% | +204.3% | +216.7% |
| All | +207.6% | +3.8% | +203.8% | +216.7% |
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