+37.3%
ANET vs TSEM
+259.4%
-222.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.8% | -6.6% | -0.8% |
| 7D | -0.8% | +6.9% | -7.7% | -2.6% |
| 30D | -1.8% | +5.3% | -7.1% | -3.6% |
| 3M | +16.7% | -14.9% | +31.6% | +19.4% |
| 6M | +43.7% | +80.0% | -36.3% | +19.9% |
| YTD | +47.9% | +89.4% | -41.5% | +20.1% |
| 1Y | +37.3% | +253.1% | -215.8% | -5.1% |
| All | +37.3% | +259.4% | -222.1% | -5.1% |
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