+72.4%
IBM vs TSEM
+668.6%
-596.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | +0.3% | +10.4% | -10.1% | +0.1% |
| 30D | -1.5% | -12.9% | +11.5% | -1.2% |
| 3M | -16.8% | -9.2% | -7.6% | -17.4% |
| 6M | -9.0% | +98.8% | -107.8% | -19.2% |
| YTD | -20.1% | +87.2% | -107.3% | -29.0% |
| 1Y | -7.0% | +239.0% | -246.0% | -25.6% |
| 3Y | +72.4% | +679.5% | -607.1% | +23.6% |
| All | +72.4% | +668.6% | -596.2% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling