+476.5%
TSEM vs ETR
+155.2%
+321.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.8% | -6.9% |
| 7D | +7.0% | +1.2% | +5.8% | +6.5% |
| 30D | -29.8% | +7.0% | -36.8% | -31.7% |
| 3M | -41.9% | +4.6% | -46.5% | -43.0% |
| 6M | -45.8% | +0.1% | -45.9% | -45.9% |
| YTD | +25.1% | +23.2% | +1.9% | +16.9% |
| 1Y | +48.2% | +20.6% | +27.7% | +39.3% |
| 3Y | +476.5% | +156.3% | +320.2% | +398.1% |
| All | +476.5% | +155.2% | +321.3% | +398.1% |
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