+253.1%
TSEM vs ETR
+23.8%
+229.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.5% | +8.3% | +8.1% |
| 7D | +6.9% | +1.4% | +5.4% | +6.0% |
| 30D | +5.3% | +1.0% | +4.3% | +4.8% |
| 3M | -14.9% | -1.3% | -13.7% | -14.3% |
| 6M | +80.0% | +1.9% | +78.1% | +82.3% |
| YTD | +89.4% | +18.2% | +71.2% | +80.5% |
| 1Y | +253.1% | +24.7% | +228.4% | +246.8% |
| All | +253.1% | +23.8% | +229.2% | +246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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