-21.0%
TSEM vs ENB
+8,744.1%
-8,765.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.8% |
| 7D | +20.5% | 0.0% | +20.5% | +20.5% |
| 30D | -29.0% | +1.4% | -30.3% | -29.4% |
| 3M | -39.4% | -5.2% | -34.2% | -38.5% |
| 6M | -28.5% | -9.9% | -18.6% | -26.3% |
| YTD | +34.4% | +4.7% | +29.8% | +32.0% |
| 1Y | +48.3% | +2.8% | +45.6% | +46.5% |
| 3Y | +543.5% | +71.3% | +472.2% | +435.5% |
| 5Y | +331.4% | +58.6% | +272.8% | +262.7% |
| 10Y | +881.1% | +108.5% | +772.6% | +637.0% |
| All | -21.0% | +8,744.1% | -8,765.1% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling