+650.1%
TSEM vs EQX
+168.9%
+481.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.4% |
| 7D | -4.9% | -3.2% | -1.7% | -4.5% |
| 30D | -18.7% | +7.8% | -26.5% | -19.7% |
| 3M | -18.1% | +21.3% | -39.5% | -20.6% |
| 6M | +77.1% | -22.4% | +99.5% | +79.4% |
| YTD | +80.1% | -11.3% | +91.5% | +78.9% |
| 1Y | +220.4% | +13.5% | +206.9% | +209.1% |
| 3Y | +650.1% | +162.1% | +487.9% | +564.2% |
| All | +650.1% | +168.9% | +481.1% | +564.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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