+679.5%
TSEM vs ENB
+79.6%
+599.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | +10.4% | -0.5% | +10.9% | +10.5% |
| 30D | -12.9% | -0.2% | -12.7% | -12.9% |
| 3M | -9.2% | -7.5% | -1.7% | -7.1% |
| 6M | +98.8% | -4.1% | +102.9% | +101.5% |
| YTD | +87.2% | +9.8% | +77.4% | +84.7% |
| 1Y | +239.0% | +8.7% | +230.3% | +234.8% |
| 3Y | +679.5% | +79.0% | +600.5% | +557.8% |
| All | +679.5% | +79.6% | +599.9% | +557.8% |
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 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