-12.8%
BKNG vs TSEM
+259.4%
-272.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.8% | -0.5% |
| 7D | -6.0% | +6.9% | -12.9% | -5.6% |
| 30D | -6.6% | +5.3% | -11.9% | -6.2% |
| 3M | +15.7% | -14.9% | +30.6% | +15.6% |
| 6M | +14.1% | +80.0% | -65.9% | +13.2% |
| YTD | -9.3% | +89.4% | -98.7% | -11.1% |
| 1Y | -12.8% | +253.1% | -265.8% | -13.7% |
| All | -12.8% | +259.4% | -272.1% | -13.7% |
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