+11.3%
TSEM vs ENB
+9,108.1%
-9,096.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.9% | +8.7% | +8.1% |
| 7D | +6.9% | -0.2% | +7.1% | +6.9% |
| 30D | +5.3% | -2.2% | +7.5% | +6.0% |
| 3M | -14.9% | -10.5% | -4.4% | -12.0% |
| 6M | +80.0% | -5.1% | +85.1% | +83.1% |
| YTD | +89.4% | +9.0% | +80.4% | +83.9% |
| 1Y | +253.1% | +8.2% | +244.9% | +243.5% |
| 3Y | +642.1% | +67.8% | +574.4% | +522.1% |
| 5Y | +659.1% | +69.4% | +589.7% | +525.2% |
| 10Y | +1,291.4% | +117.5% | +1,173.8% | +930.6% |
| All | +11.3% | +9,108.1% | -9,096.8% | -52.0% |
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