+621.7%
TSEM vs EQX
+83.7%
+538.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.5% |
| 7D | -4.9% | -3.2% | -1.7% | -4.6% |
| 30D | -18.7% | +7.8% | -26.5% | -19.4% |
| 3M | -18.1% | +21.3% | -39.5% | -19.9% |
| 6M | +77.1% | -22.4% | +99.5% | +79.1% |
| YTD | +80.1% | -11.3% | +91.5% | +79.5% |
| 1Y | +220.4% | +13.5% | +206.9% | +212.6% |
| 3Y | +650.1% | +162.1% | +487.9% | +582.5% |
| All | +621.7% | +83.7% | +538.0% | +558.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling