+955.9%
TSEM vs ESTC
+23.7%
+932.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | +4.7% | -3.3% | +8.1% | +5.2% |
| 30D | -14.2% | +13.4% | -27.7% | -17.0% |
| 3M | -5.0% | +41.3% | -46.4% | -11.8% |
| 6M | +87.6% | +62.6% | +25.0% | +67.9% |
| YTD | +84.4% | +14.8% | +69.7% | +75.0% |
| 1Y | +235.4% | -5.1% | +240.5% | +229.2% |
| 3Y | +668.0% | +11.2% | +656.8% | +598.4% |
| 5Y | +644.7% | -47.0% | +691.7% | +650.7% |
| All | +955.9% | +23.7% | +932.2% | +663.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling