+11.3%
TSEM vs ETR
+3,294.6%
-3,283.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.5% | +8.3% | +7.9% |
| 7D | +6.9% | +1.4% | +5.5% | +6.6% |
| 30D | +5.3% | +1.0% | +4.3% | +5.1% |
| 3M | -14.9% | -1.3% | -13.7% | -14.7% |
| 6M | +80.0% | +1.9% | +78.1% | +79.5% |
| YTD | +89.4% | +18.2% | +71.2% | +83.4% |
| 1Y | +253.1% | +24.7% | +228.4% | +238.3% |
| 3Y | +642.1% | +150.7% | +491.4% | +522.7% |
| 5Y | +659.1% | +127.0% | +532.1% | +541.8% |
| 10Y | +1,291.4% | +295.5% | +995.9% | +958.6% |
| All | +11.3% | +3,294.6% | -3,283.3% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling