+1,259.9%
TSEM vs ETR
+298.4%
+961.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.5% |
| 7D | +0.9% | -1.9% | +2.8% | +1.5% |
| 30D | -16.6% | -0.2% | -16.4% | -16.6% |
| 3M | -10.9% | -3.7% | -7.2% | -9.9% |
| 6M | +78.0% | +2.1% | +75.9% | +77.2% |
| YTD | +77.2% | +16.5% | +60.7% | +70.1% |
| 1Y | +207.6% | +22.5% | +185.0% | +191.1% |
| 3Y | +637.8% | +144.7% | +493.2% | +485.2% |
| 5Y | +617.0% | +125.2% | +491.8% | +471.3% |
| All | +1,259.9% | +298.4% | +961.6% | +932.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling