+112.0%
IBM vs TSEM
+657.2%
-545.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | +0.3% | +10.4% | -10.1% | 0.0% |
| 30D | -1.5% | -12.9% | +11.5% | -1.2% |
| 3M | -16.8% | -9.2% | -7.6% | -17.3% |
| 6M | -9.0% | +98.8% | -107.8% | -17.2% |
| YTD | -20.1% | +87.2% | -107.3% | -27.2% |
| 1Y | -7.0% | +239.0% | -246.0% | -21.2% |
| 3Y | +72.4% | +679.5% | -607.1% | +34.4% |
| 5Y | +112.0% | +667.3% | -555.3% | +63.5% |
| All | +112.0% | +657.2% | -545.2% | +63.5% |
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