+45.8%
ON vs TSEM
+220.1%
-174.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | +0.5% |
| 7D | -4.7% | +0.9% | -5.7% | -5.2% |
| 30D | -13.5% | -16.6% | +3.1% | -7.0% |
| 3M | -36.3% | -10.9% | -25.4% | -33.0% |
| 6M | +17.8% | +78.0% | -60.3% | +2.0% |
| YTD | +29.6% | +77.2% | -47.6% | +9.5% |
| 1Y | +45.8% | +207.6% | -161.8% | -4.5% |
| All | +45.8% | +220.1% | -174.3% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling