+637.8%
TSEM vs ET
+97.8%
+540.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.2% | -4.1% |
| 7D | +0.9% | +1.4% | -0.4% | 0.0% |
| 30D | -16.6% | +4.6% | -21.2% | -19.0% |
| 3M | -10.9% | +16.0% | -26.9% | -19.8% |
| 6M | +78.0% | +22.8% | +55.2% | +53.9% |
| YTD | +77.2% | +38.9% | +38.4% | +39.6% |
| 1Y | +207.6% | +34.1% | +173.5% | +148.4% |
| All | +637.8% | +97.8% | +540.0% | +431.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling