+668.0%
TSEM vs ETR
+148.1%
+519.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.0% |
| 7D | +4.7% | +0.4% | +4.3% | +4.5% |
| 30D | -14.2% | +2.0% | -16.3% | -14.9% |
| 3M | -5.0% | -1.7% | -3.4% | -4.4% |
| 6M | +87.6% | +3.6% | +84.0% | +86.3% |
| YTD | +84.4% | +18.0% | +66.4% | +76.0% |
| 1Y | +235.4% | +26.2% | +209.2% | +213.8% |
| All | +668.0% | +148.1% | +519.9% | +593.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling