+33.0%
BLK vs TSEM
+617.3%
-584.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.4% |
| 7D | -3.3% | -4.9% | +1.6% | -2.6% |
| 30D | -6.5% | -18.7% | +12.2% | -4.1% |
| 3M | +6.7% | -18.1% | +24.9% | +7.9% |
| 6M | +14.7% | +77.1% | -62.4% | -1.0% |
| YTD | +2.5% | +80.1% | -77.6% | -12.6% |
| 1Y | -2.8% | +220.4% | -223.2% | -26.7% |
| 3Y | +65.9% | +650.1% | -584.2% | +0.5% |
| All | +33.0% | +617.3% | -584.2% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling