+253.1%
TSEM vs ET
+31.4%
+221.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.6% | +7.8% |
| 7D | +6.9% | +0.9% | +6.0% | +6.7% |
| 30D | +5.3% | +7.5% | -2.2% | +3.6% |
| 3M | -14.9% | +11.4% | -26.3% | -16.5% |
| 6M | +80.0% | +18.5% | +61.5% | +72.6% |
| YTD | +89.4% | +37.4% | +52.0% | +71.0% |
| 1Y | +253.1% | +30.9% | +222.1% | +205.0% |
| All | +253.1% | +31.4% | +221.7% | +205.0% |
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