+1,282.5%
TSEM vs ET
+177.0%
+1,105.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -4.9% | +0.2% | -5.1% | -4.9% |
| 30D | -18.7% | +2.9% | -21.6% | -19.4% |
| 3M | -18.1% | +16.8% | -34.9% | -21.9% |
| 6M | +77.1% | +18.9% | +58.2% | +68.0% |
| YTD | +80.1% | +37.7% | +42.4% | +63.5% |
| 1Y | +220.4% | +32.4% | +187.9% | +194.1% |
| 3Y | +650.1% | +99.5% | +550.6% | +524.6% |
| 5Y | +628.9% | +244.0% | +384.9% | +418.5% |
| All | +1,282.5% | +177.0% | +1,105.5% | +917.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling