+1,301.0%
TSEM vs ES
+85.1%
+1,215.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.2% |
| 7D | +10.4% | +1.4% | +9.0% | +10.3% |
| 30D | -12.9% | -1.2% | -11.8% | -12.8% |
| 3M | -9.2% | +5.0% | -14.2% | -10.0% |
| 6M | +98.8% | -2.8% | +101.6% | +98.7% |
| YTD | +87.2% | +8.6% | +78.6% | +83.8% |
| 1Y | +239.0% | +18.9% | +220.0% | +226.5% |
| 3Y | +679.5% | +32.1% | +647.4% | +626.5% |
| 5Y | +667.3% | -5.1% | +672.3% | +657.1% |
| 10Y | +1,301.0% | +84.2% | +1,216.8% | +1,207.1% |
| All | +1,301.0% | +85.1% | +1,215.9% | +1,207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling