+80.5%
TSEM vs ET
+24.7%
+55.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.5% | -5.3% | -7.3% |
| 7D | -23.1% | -6.0% | -17.1% | -21.1% |
| 30D | -40.4% | -6.1% | -34.3% | -38.9% |
| 3M | -37.9% | -2.7% | -35.2% | -36.8% |
| 6M | -30.8% | +0.2% | -31.0% | -29.5% |
| YTD | +26.7% | +24.3% | +2.4% | +19.7% |
| 1Y | +80.5% | +26.4% | +54.1% | +65.5% |
| All | +80.5% | +24.7% | +55.7% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling