+116.4%
HPE vs TSEM
+79.9%
+36.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -8.7% | +3.1% | -3.0% |
| 7D | -17.0% | -23.1% | +6.1% | -10.1% |
| 30D | -26.7% | -40.4% | +13.7% | -15.1% |
| 3M | -4.1% | -37.9% | +33.7% | +8.5% |
| 6M | +75.4% | -30.8% | +106.2% | +90.1% |
| YTD | +111.0% | +26.7% | +84.3% | +99.2% |
| 1Y | +116.4% | +80.5% | +36.0% | +83.8% |
| All | +116.4% | +79.9% | +36.6% | +83.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling