+207.2%
ON vs TSEM
-51.1%
+258.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.3% |
| 7D | +17.0% | +20.5% | -3.5% | +10.7% |
| 30D | -3.9% | -29.0% | +25.1% | +5.8% |
| 3M | -11.5% | -39.4% | +27.8% | +1.5% |
| 6M | -29.2% | -28.5% | -0.7% | -22.9% |
| YTD | +36.2% | +34.4% | +1.7% | +21.1% |
| 1Y | +49.6% | +48.3% | +1.3% | +29.0% |
| 3Y | +9.4% | +543.5% | -534.1% | -39.3% |
| 5Y | +25.8% | +331.4% | -305.6% | -22.8% |
| 10Y | +557.1% | +881.1% | -324.0% | +231.3% |
| All | +207.2% | -51.1% | +258.3% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling