+28.0%
HON vs TSEM
+547.1%
-519.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.8% | +0.5% |
| 7D | +1.4% | +7.0% | -5.5% | +0.7% |
| 30D | +7.5% | -29.8% | +37.3% | +10.3% |
| 3M | -4.3% | -41.9% | +37.6% | -0.4% |
| 6M | -1.5% | -45.8% | +44.2% | +2.1% |
| YTD | +10.5% | +25.1% | -14.6% | +3.1% |
| 1Y | +8.5% | +48.2% | -39.7% | -1.3% |
| 3Y | +28.0% | +476.5% | -448.5% | -10.2% |
| All | +28.0% | +547.1% | -519.1% | -10.2% |
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