+144.5%
IBM vs TSEM
+1,283.8%
-1,139.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +3.5% |
| 7D | +3.6% | +4.7% | -1.2% | +3.0% |
| 30D | +1.5% | -14.2% | +15.8% | +3.1% |
| 3M | -12.9% | -5.0% | -7.9% | -14.8% |
| 6M | -3.9% | +87.6% | -91.5% | -17.9% |
| YTD | -17.3% | +84.4% | -101.8% | -29.8% |
| 1Y | -5.0% | +235.4% | -240.4% | -28.4% |
| 3Y | +78.2% | +668.0% | -589.8% | +11.5% |
| 5Y | +120.6% | +644.7% | -524.1% | +33.4% |
| 10Y | +144.5% | +1,326.7% | -1,182.2% | +21.4% |
| All | +144.5% | +1,283.8% | -1,139.4% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling