+56.9%
ON vs TSEM
+654.3%
-597.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.5% |
| 7D | -1.9% | +4.7% | -6.6% | -4.0% |
| 30D | -11.0% | -14.2% | +3.2% | -5.1% |
| 3M | -39.3% | -5.0% | -34.3% | -38.6% |
| 6M | +19.8% | +87.6% | -67.7% | -10.9% |
| YTD | +31.1% | +84.4% | -53.4% | -3.9% |
| 1Y | +46.0% | +235.4% | -189.4% | -20.2% |
| 3Y | -27.5% | +668.0% | -695.5% | -75.4% |
| 5Y | +56.9% | +644.7% | -587.8% | -45.1% |
| All | +56.9% | +654.3% | -597.4% | -45.1% |
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