+644.7%
TSEM vs ETR
+122.8%
+522.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | +4.7% | +0.4% | +4.3% | +4.6% |
| 30D | -14.2% | +2.0% | -16.3% | -14.6% |
| 3M | -5.0% | -1.7% | -3.4% | -4.6% |
| 6M | +87.6% | +3.6% | +84.0% | +86.9% |
| YTD | +84.4% | +18.0% | +66.4% | +79.5% |
| 1Y | +235.4% | +26.2% | +209.2% | +223.0% |
| 3Y | +668.0% | +148.0% | +520.0% | +624.0% |
| 5Y | +644.7% | +126.1% | +518.7% | +598.4% |
| All | +644.7% | +122.8% | +522.0% | +598.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling