+849.8%
TSEM vs ES
+87.3%
+762.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | -9.5% | +0.9% | -10.3% | -9.6% |
| 30D | -35.5% | +5.9% | -41.4% | -35.9% |
| 3M | -41.6% | -1.0% | -40.5% | -41.6% |
| 6M | -30.1% | +7.2% | -37.2% | -31.0% |
| YTD | +25.7% | +7.0% | +18.7% | +23.5% |
| 1Y | +50.5% | +0.5% | +50.0% | +48.9% |
| 3Y | +501.7% | +48.7% | +453.1% | +448.2% |
| 5Y | +310.9% | +1.9% | +309.0% | +298.2% |
| 10Y | +849.8% | +89.2% | +760.6% | +819.6% |
| All | +849.8% | +87.3% | +762.5% | +819.6% |
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