+471.3%
TSEM vs ES
+46.3%
+425.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.9% | +7.7% | +4.3% |
| 7D | -17.5% | +1.9% | -19.4% | -17.2% |
| 30D | -44.7% | +7.1% | -51.7% | -44.0% |
| 3M | -38.9% | -1.9% | -36.9% | -38.7% |
| 6M | -36.7% | +4.4% | -41.0% | -36.3% |
| YTD | +17.0% | +7.3% | +9.6% | +17.0% |
| 1Y | +62.8% | +2.1% | +60.7% | +62.6% |
| 3Y | +471.3% | +41.8% | +429.5% | +424.8% |
| All | +471.3% | +46.3% | +425.0% | +424.8% |
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