+621.7%
TSEM vs ET
+241.8%
+379.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -4.9% | +0.2% | -5.1% | -5.0% |
| 30D | -18.7% | +2.9% | -21.6% | -19.6% |
| 3M | -18.1% | +16.8% | -34.9% | -23.2% |
| 6M | +77.1% | +18.9% | +58.2% | +65.1% |
| YTD | +80.1% | +37.7% | +42.4% | +58.2% |
| 1Y | +220.4% | +32.4% | +187.9% | +185.6% |
| 3Y | +650.1% | +99.5% | +550.6% | +521.5% |
| All | +621.7% | +241.8% | +379.9% | +430.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling