+51.2%
MSFT vs TSEM
+668.6%
-617.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.1% |
| 7D | -1.4% | +10.4% | -11.8% | -2.3% |
| 30D | -1.0% | -12.9% | +11.9% | 0.0% |
| 3M | +20.2% | -9.2% | +29.4% | +19.1% |
| 6M | +21.3% | +98.8% | -77.5% | +5.7% |
| YTD | +2.8% | +87.2% | -84.4% | -10.3% |
| 1Y | 0.0% | +239.0% | -239.0% | -22.5% |
| 3Y | +51.2% | +679.5% | -628.3% | +3.5% |
| All | +51.2% | +668.6% | -617.4% | +3.5% |
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 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