+982.2%
BSX vs TSEM
+10.0%
+972.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.8% |
| 7D | -6.4% | +10.4% | -16.9% | -7.3% |
| 30D | -8.8% | -12.9% | +4.2% | -7.7% |
| 3M | -7.6% | -9.2% | +1.5% | -8.0% |
| 6M | -37.0% | +98.8% | -135.7% | -42.5% |
| YTD | -52.8% | +87.2% | -140.0% | -56.8% |
| 1Y | -58.4% | +239.0% | -297.4% | -64.3% |
| 3Y | -16.5% | +679.5% | -696.0% | -34.8% |
| 5Y | -1.2% | +667.3% | -668.4% | -23.4% |
| 10Y | +83.7% | +1,301.0% | -1,217.3% | +32.3% |
| All | +982.2% | +10.0% | +972.2% | +630.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling