+2,597.6%
HON vs TSEM
-26.5%
+2,624.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.8% | +0.6% |
| 7D | +1.4% | +7.0% | -5.5% | +0.6% |
| 30D | +7.5% | -29.8% | +37.3% | +10.8% |
| 3M | -4.3% | -41.9% | +37.6% | +0.1% |
| 6M | -1.5% | -45.8% | +44.2% | +2.5% |
| YTD | +10.5% | +25.1% | -14.6% | +4.4% |
| 1Y | +8.5% | +48.2% | -39.7% | +0.6% |
| 3Y | +28.0% | +476.5% | -448.5% | +1.4% |
| 5Y | +12.0% | +301.4% | -289.4% | -9.0% |
| 10Y | +155.4% | +812.9% | -657.6% | +87.2% |
| All | +2,597.6% | -26.5% | +2,624.1% | +1,730.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling