+16.9%
HON vs TSEM
+633.2%
-616.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.0% |
| 7D | -2.6% | +0.9% | -3.6% | -2.7% |
| 30D | -11.9% | -16.6% | +4.8% | -10.4% |
| 3M | -6.1% | -10.9% | +4.8% | -6.0% |
| 6M | -19.2% | +78.0% | -97.2% | -25.8% |
| YTD | +0.2% | +77.2% | -77.1% | -8.6% |
| 1Y | -1.5% | +207.6% | -209.1% | -17.1% |
| All | +16.9% | +633.2% | -616.3% | -15.8% |
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