+150.1%
IBM vs TSEM
+297.9%
-147.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.9% | +8.0% | +1.2% |
| 7D | +1.6% | +7.0% | -5.4% | +1.4% |
| 30D | +9.2% | -29.8% | +39.0% | +10.0% |
| 3M | +4.9% | -41.9% | +46.9% | +6.1% |
| 6M | +16.8% | -45.8% | +62.5% | +17.8% |
| YTD | -14.3% | +25.1% | -39.4% | -21.3% |
| 1Y | -16.7% | +48.2% | -65.0% | -25.1% |
| 3Y | +82.2% | +476.5% | -394.3% | +42.9% |
| All | +150.1% | +297.9% | -147.7% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling