+66.7%
SNXX vs TSEM
+14.8%
+51.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -8.7% | -7.0% | -4.4% |
| 7D | -47.8% | -23.1% | -24.7% | -23.3% |
| 30D | -66.0% | -40.4% | -25.6% | -30.9% |
| 3M | -57.5% | -37.9% | -19.6% | -21.8% |
| 6M | -66.7% | -30.8% | -35.9% | -33.1% |
| All | +66.7% | +14.8% | +51.9% | +98.2% |
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