+59.8%
SAP vs TSEM
+672.8%
-613.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.7% | -1.0% |
| 7D | -2.9% | +6.9% | -9.8% | -3.0% |
| 30D | +9.0% | +5.3% | +3.7% | +8.8% |
| 3M | +14.9% | -14.9% | +29.9% | +14.8% |
| 6M | +11.9% | +80.0% | -68.1% | +0.5% |
| YTD | -9.9% | +89.4% | -99.3% | -20.2% |
| 1Y | -19.5% | +253.1% | -272.6% | -36.5% |
| All | +59.8% | +672.8% | -613.0% | +6.2% |
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