-31.2%
TSEM vs ES
+813.7%
-844.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.9% | +7.7% | +5.3% |
| 7D | -17.5% | +1.9% | -19.4% | -17.8% |
| 30D | -44.7% | +7.1% | -51.7% | -45.4% |
| 3M | -38.9% | -1.9% | -36.9% | -38.9% |
| 6M | -36.7% | +4.4% | -41.0% | -37.5% |
| YTD | +17.0% | +7.3% | +9.6% | +14.4% |
| 1Y | +62.8% | +2.1% | +60.7% | +60.3% |
| 3Y | +471.3% | +41.8% | +429.5% | +424.3% |
| 5Y | +290.3% | +1.4% | +288.8% | +276.8% |
| 10Y | +790.1% | +86.8% | +703.3% | +657.1% |
| All | -31.2% | +813.7% | -844.9% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling