+15.1%
ABNB vs TSEM
+663.1%
-648.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.7% |
| 7D | -7.4% | +4.7% | -12.2% | -7.9% |
| 30D | -8.2% | -14.2% | +6.1% | -6.9% |
| 3M | +29.1% | -5.0% | +34.2% | +27.4% |
| 6M | +26.6% | +87.6% | -61.0% | +8.9% |
| YTD | +25.0% | +84.4% | -59.5% | +6.3% |
| 1Y | +37.0% | +235.4% | -198.4% | -0.9% |
| All | +15.1% | +663.1% | -648.0% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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