+24.5%
ALAB vs TSEM
+79.9%
-55.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.7% | +4.3% | +1.5% |
| 7D | -24.9% | -23.1% | -1.8% | -10.3% |
| 30D | -38.4% | -40.4% | +2.0% | -12.9% |
| 3M | -38.3% | -37.9% | -0.4% | -15.9% |
| 6M | +10.9% | -30.8% | +41.8% | +42.9% |
| YTD | +34.2% | +26.7% | +7.5% | +20.5% |
| 1Y | +24.5% | +80.5% | -56.0% | -1.8% |
| All | +24.5% | +79.9% | -55.4% | -1.8% |
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