+70.8%
SAP vs TSEM
+273.4%
-202.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.8% | -9.0% | -4.3% |
| 7D | -0.7% | -17.5% | +16.8% | -0.1% |
| 30D | +11.1% | -44.7% | +55.8% | +13.3% |
| 3M | +17.0% | -38.9% | +55.9% | +18.6% |
| 6M | +34.8% | -36.7% | +71.5% | +32.5% |
| YTD | -2.2% | +17.0% | -19.2% | -13.3% |
| 1Y | -6.4% | +62.8% | -69.3% | -21.9% |
| 3Y | +75.1% | +471.3% | -396.2% | +13.4% |
| All | +70.8% | +273.4% | -202.6% | +19.2% |
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 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