+299.0%
TSEM vs ES
+6.6%
+292.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.8% | -6.9% |
| 7D | +7.0% | +2.7% | +4.2% | +7.2% |
| 30D | -29.8% | +7.6% | -37.4% | -29.4% |
| 3M | -41.9% | +0.5% | -42.4% | -41.7% |
| 6M | -45.8% | +7.6% | -53.3% | -45.6% |
| YTD | +25.1% | +10.2% | +14.9% | +24.7% |
| 1Y | +48.2% | +1.8% | +46.4% | +48.2% |
| 3Y | +476.5% | +55.4% | +421.1% | +447.7% |
| All | +299.0% | +6.6% | +292.5% | +287.1% |
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