+1,007.5%
ASX vs TSEM
+920.4%
+87.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.6% | -1.0% | +3.4% |
| 7D | +0.8% | +6.8% | -5.9% | -1.1% |
| 30D | -20.4% | -26.6% | +6.2% | -9.2% |
| 3M | -2.1% | -36.3% | +34.2% | +17.0% |
| 6M | +8.2% | -30.6% | +38.8% | +22.7% |
| YTD | +137.3% | +35.3% | +102.0% | +101.7% |
| 1Y | +155.0% | +59.2% | +95.8% | +102.3% |
| 3Y | +397.9% | +547.7% | -149.7% | +120.0% |
| 5Y | +529.2% | +337.5% | +191.7% | +213.4% |
| 10Y | +1,007.5% | +887.4% | +120.1% | +294.6% |
| All | +1,007.5% | +920.4% | +87.2% | +294.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling