+865.7%
TSEM vs ES
+82.6%
+783.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.5% | +11.4% | +10.9% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -33.4% | +5.7% | -39.1% | -33.9% |
| 3M | -39.7% | -2.8% | -36.9% | -39.6% |
| 6M | -27.8% | +7.0% | -34.8% | -28.8% |
| YTD | +29.7% | +6.8% | +22.9% | +27.4% |
| 1Y | +81.1% | -0.5% | +81.6% | +79.4% |
| 3Y | +529.3% | +47.2% | +482.1% | +474.2% |
| 5Y | +315.0% | +2.3% | +312.7% | +301.7% |
| 10Y | +865.7% | +85.6% | +780.0% | +828.2% |
| All | +865.7% | +82.6% | +783.1% | +828.2% |
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