-36.7%
TSEM vs ES
+4.1%
-40.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.9% | +7.7% | +1.5% |
| 7D | -17.5% | +1.9% | -19.4% | -15.4% |
| 30D | -44.7% | +7.1% | -51.7% | -40.3% |
| 3M | -38.9% | -1.9% | -36.9% | -38.7% |
| 6M | -36.7% | +4.4% | -41.0% | -35.9% |
| All | -36.7% | +4.1% | -40.7% | -35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling