+226.8%
SOXX vs TSEM
+645.3%
-418.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.2% |
| 7D | +1.4% | -4.9% | +6.3% | +3.5% |
| 30D | -3.6% | -18.7% | +15.2% | +4.8% |
| 3M | -10.2% | -18.1% | +8.0% | -4.4% |
| 6M | +54.2% | +77.1% | -22.9% | +13.6% |
| YTD | +75.2% | +80.1% | -4.9% | +25.9% |
| 1Y | +107.5% | +220.4% | -112.9% | +11.2% |
| 3Y | +226.8% | +650.1% | -423.3% | +13.4% |
| All | +226.8% | +645.3% | -418.5% | +13.4% |
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 · 6 months rolling