+10.0%
TSEM vs EVRG
+1,292.4%
-1,282.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +10.4% | +0.9% | +9.5% | +10.2% |
| 30D | -12.9% | -0.5% | -12.4% | -12.8% |
| 3M | -9.2% | +1.5% | -10.7% | -9.7% |
| 6M | +98.8% | +1.2% | +97.6% | +97.6% |
| YTD | +87.2% | +16.3% | +70.9% | +79.7% |
| 1Y | +239.0% | +20.3% | +218.7% | +222.5% |
| 3Y | +679.5% | +72.3% | +607.2% | +573.2% |
| 5Y | +667.3% | +46.7% | +620.6% | +582.1% |
| 10Y | +1,301.0% | +113.8% | +1,187.2% | +1,003.0% |
| All | +10.0% | +1,292.4% | -1,282.3% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EVRG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling