+501.7%
TSEM vs ENB
+69.4%
+432.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.8% | -3.3% |
| 7D | -9.5% | -2.4% | -7.1% | -8.9% |
| 30D | -35.5% | +2.5% | -38.0% | -35.9% |
| 3M | -41.6% | -5.8% | -35.8% | -40.5% |
| 6M | -30.1% | -8.5% | -21.6% | -28.1% |
| YTD | +25.7% | +3.9% | +21.8% | +26.4% |
| 1Y | +50.5% | +3.7% | +46.8% | +51.3% |
| 3Y | +501.7% | +70.1% | +431.7% | +401.1% |
| All | +501.7% | +69.4% | +432.3% | +401.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling