+667.3%
TSEM vs ESTC
-47.2%
+714.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.7% |
| 7D | +10.4% | -4.3% | +14.7% | +10.9% |
| 30D | -12.9% | +17.7% | -30.7% | -15.4% |
| 3M | -9.2% | +42.3% | -51.5% | -14.0% |
| 6M | +98.8% | +64.6% | +34.2% | +82.8% |
| YTD | +87.2% | +17.2% | +70.0% | +80.3% |
| 1Y | +239.0% | -4.2% | +243.2% | +236.7% |
| 3Y | +679.5% | +13.5% | +666.0% | +635.3% |
| 5Y | +667.3% | -45.5% | +712.8% | +685.4% |
| All | +667.3% | -47.2% | +714.5% | +685.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling