+1.9%
HON vs TSEM
+610.6%
-608.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -0.9% |
| 7D | -2.6% | +0.9% | -3.6% | -2.7% |
| 30D | -11.9% | -16.6% | +4.8% | -10.3% |
| 3M | -6.1% | -10.9% | +4.8% | -6.0% |
| 6M | -19.2% | +78.0% | -97.2% | -26.2% |
| YTD | +0.2% | +77.2% | -77.1% | -9.1% |
| 1Y | -1.5% | +207.6% | -209.1% | -17.4% |
| 3Y | +17.9% | +637.8% | -619.9% | -14.6% |
| 5Y | +1.9% | +617.0% | -615.1% | -25.9% |
| All | +1.9% | +610.6% | -608.7% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling