+65.2%
ALAB vs TSEM
+259.4%
-194.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +7.8% | +1.9% | +4.7% |
| 7D | +7.2% | +6.9% | +0.3% | +2.7% |
| 30D | -2.5% | +5.3% | -7.8% | -7.0% |
| 3M | -13.3% | -14.9% | +1.6% | -5.1% |
| 6M | +172.8% | +80.0% | +92.8% | +81.9% |
| YTD | +86.6% | +89.4% | -2.8% | +20.5% |
| 1Y | +65.2% | +253.1% | -187.9% | -37.5% |
| All | +65.2% | +259.4% | -194.2% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling