+501.7%
TSEM vs ESTC
+19.0%
+482.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.3% | -2.6% |
| 7D | -9.5% | -3.6% | -5.9% | -8.9% |
| 30D | -35.5% | -11.2% | -24.3% | -34.2% |
| 3M | -41.6% | +14.3% | -55.9% | -42.7% |
| 6M | -30.1% | +67.0% | -97.0% | -35.3% |
| YTD | +25.7% | +15.7% | +10.0% | +23.3% |
| 1Y | +50.5% | -6.3% | +56.7% | +54.1% |
| 3Y | +501.7% | +14.5% | +487.2% | +505.7% |
| All | +501.7% | +19.0% | +482.7% | +505.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling