+2,433.8%
HON vs TSEM
+11.3%
+2,422.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.8% | -6.9% | +0.2% |
| 7D | -3.6% | +6.9% | -10.5% | -4.3% |
| 30D | -15.3% | +5.3% | -20.6% | -15.9% |
| 3M | -7.9% | -14.9% | +7.0% | -7.4% |
| 6M | -18.1% | +80.0% | -98.1% | -24.5% |
| YTD | +3.8% | +89.4% | -85.5% | -5.2% |
| 1Y | +0.5% | +253.1% | -252.6% | -14.3% |
| 3Y | +19.8% | +642.1% | -622.4% | -6.9% |
| 5Y | +2.9% | +659.1% | -656.2% | -21.0% |
| 10Y | +134.6% | +1,291.4% | -1,156.7% | +66.1% |
| All | +2,433.8% | +11.3% | +2,422.5% | +1,562.6% |
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