+791.2%
TSEM vs ET
+1,447.8%
-656.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | +4.7% | +0.6% | +4.1% | +4.5% |
| 30D | -14.2% | +5.3% | -19.5% | -15.5% |
| 3M | -5.0% | +15.6% | -20.7% | -9.0% |
| 6M | +87.6% | +20.6% | +67.0% | +77.7% |
| YTD | +84.4% | +38.5% | +45.9% | +68.1% |
| 1Y | +235.4% | +35.7% | +199.7% | +207.4% |
| 3Y | +668.0% | +98.4% | +569.6% | +540.5% |
| 5Y | +644.7% | +245.3% | +399.4% | +426.7% |
| 10Y | +1,326.7% | +173.7% | +1,152.9% | +892.5% |
| All | +791.2% | +1,447.8% | -656.6% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling