+63.9%
CSCO vs TSEM
+259.4%
-195.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.3% | -0.6% |
| 7D | -0.7% | +6.9% | -7.6% | -1.7% |
| 30D | -10.1% | +5.3% | -15.4% | -11.0% |
| 3M | -15.7% | -14.9% | -0.8% | -14.8% |
| 6M | +36.3% | +80.0% | -43.8% | +23.4% |
| YTD | +43.8% | +89.4% | -45.5% | +29.0% |
| 1Y | +63.9% | +253.1% | -189.1% | +33.1% |
| All | +63.9% | +259.4% | -195.4% | +33.1% |
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