-91.0%
SNDQ vs TSEM
-28.6%
-62.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -8.7% | +24.0% | +3.5% |
| 7D | +66.1% | -23.1% | +89.3% | +25.4% |
| 30D | +122.5% | -40.4% | +162.9% | +29.0% |
| 3M | +11.6% | -37.9% | +49.4% | -26.3% |
| 6M | -82.2% | -30.8% | -51.4% | -81.0% |
| All | -91.0% | -28.6% | -62.5% | -90.2% |
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 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 · 6 months rolling