-95.2%
SNDQ vs TSEM
+1.5%
-96.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.2% | +9.0% |
| 7D | +11.6% | -4.9% | +16.5% | +4.6% |
| 30D | -45.1% | -18.7% | -26.3% | -56.0% |
| 3M | -68.6% | -18.1% | -50.5% | -60.9% |
| All | -95.2% | +1.5% | -96.7% | -93.0% |
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 · Available span rolling