+50.0%
BMY vs TSEM
+259.4%
-209.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.8% | -9.7% | -1.8% |
| 7D | +0.4% | +6.9% | -6.5% | +0.4% |
| 30D | +5.0% | +5.3% | -0.3% | +4.9% |
| 3M | +19.4% | -14.9% | +34.3% | +19.0% |
| 6M | +9.5% | +80.0% | -70.5% | +7.4% |
| YTD | +28.1% | +89.4% | -61.3% | +25.3% |
| 1Y | +50.0% | +253.1% | -203.1% | +38.5% |
| All | +50.0% | +259.4% | -209.4% | +38.5% |
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