+927.9%
TSEM vs EOSE
-58.6%
+986.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.1% |
| 7D | +4.7% | +15.0% | -10.2% | +3.3% |
| 30D | -14.2% | +2.5% | -16.7% | -14.7% |
| 3M | -5.0% | -33.7% | +28.7% | -2.0% |
| 6M | +87.6% | -32.7% | +120.3% | +92.1% |
| YTD | +84.4% | -63.8% | +148.2% | +95.6% |
| 1Y | +235.4% | -40.5% | +275.9% | +239.8% |
| 3Y | +668.0% | +50.4% | +617.6% | +593.3% |
| 5Y | +644.7% | -68.6% | +713.3% | +612.0% |
| All | +927.9% | -58.6% | +986.5% | +978.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling