+667.3%
TSEM vs ES
-2.9%
+670.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.1% |
| 7D | +10.4% | +1.4% | +9.0% | +10.5% |
| 30D | -12.9% | -1.2% | -11.8% | -13.0% |
| 3M | -9.2% | +5.0% | -14.2% | -9.2% |
| 6M | +98.8% | -2.8% | +101.6% | +98.7% |
| YTD | +87.2% | +8.6% | +78.6% | +86.4% |
| 1Y | +239.0% | +18.9% | +220.0% | +234.8% |
| 3Y | +679.5% | +32.1% | +647.4% | +654.2% |
| 5Y | +667.3% | -5.1% | +672.3% | +620.8% |
| All | +667.3% | -2.9% | +670.1% | +620.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling