+60.4%
HCA vs TSEM
+645.3%
-584.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.4% |
| 7D | +5.4% | -4.9% | +10.3% | +5.2% |
| 30D | +3.0% | -18.7% | +21.7% | +2.3% |
| 3M | +13.0% | -18.1% | +31.1% | +12.8% |
| 6M | -20.3% | +77.1% | -97.4% | -20.5% |
| YTD | -8.2% | +80.1% | -88.4% | -8.6% |
| 1Y | +6.7% | +220.4% | -213.7% | +6.3% |
| 3Y | +60.4% | +650.1% | -589.7% | +42.3% |
| All | +60.4% | +645.3% | -584.9% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling