-26.3%
SKHY vs TSEM
-40.5%
+14.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -12.0% | -1.4% | -5.0% |
| 7D | -23.6% | -30.3% | +6.7% | -2.0% |
| 30D | -32.1% | -49.3% | +17.2% | +8.0% |
| 3M | -18.0% | -38.0% | +20.0% | +7.4% |
| All | -26.3% | -40.5% | +14.3% | +1.6% |
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 · Available span rolling