+144.8%
IBM vs TSEM
+873.2%
-728.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | -0.3% | +20.5% | -20.8% | -2.4% |
| 30D | +6.8% | -29.0% | +35.7% | +10.1% |
| 3M | +4.4% | -39.4% | +43.8% | +9.1% |
| 6M | +13.2% | -28.5% | +41.7% | +12.0% |
| YTD | -15.1% | +34.4% | -49.6% | -26.1% |
| 1Y | -20.2% | +48.3% | -68.5% | -32.0% |
| 3Y | +79.3% | +543.5% | -464.2% | +12.0% |
| 5Y | +147.5% | +331.4% | -184.0% | +62.8% |
| All | +144.8% | +873.2% | -728.4% | +25.1% |
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