+676.6%
TSEM vs ES
+32.6%
+644.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.6% | +8.4% | +7.8% |
| 7D | +6.9% | +0.3% | +6.6% | +6.9% |
| 30D | +5.3% | -2.0% | +7.3% | +5.1% |
| 3M | -14.9% | +1.7% | -16.6% | -14.9% |
| 6M | +80.0% | -3.5% | +83.6% | +79.8% |
| YTD | +89.4% | +7.9% | +81.4% | +88.5% |
| 1Y | +253.1% | +17.2% | +235.9% | +248.0% |
| All | +676.6% | +32.6% | +644.0% | +620.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling