+650.1%
TSEM vs EOSE
+42.6%
+607.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | -4.9% | +1.8% | -6.7% | -5.2% |
| 30D | -18.7% | -6.8% | -11.9% | -18.3% |
| 3M | -18.1% | -36.3% | +18.2% | -14.1% |
| 6M | +77.1% | -38.8% | +115.9% | +84.9% |
| YTD | +80.1% | -65.5% | +145.7% | +96.1% |
| 1Y | +220.4% | -45.3% | +265.7% | +229.9% |
| 3Y | +650.1% | +44.2% | +605.9% | +566.7% |
| All | +650.1% | +42.6% | +607.5% | +566.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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