+52.9%
SOXX vs TSEM
+80.1%
-27.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -1.2% |
| 7D | +3.0% | +0.9% | +2.1% | +2.6% |
| 30D | -3.1% | -16.6% | +13.5% | +3.4% |
| 3M | -4.4% | -10.9% | +6.5% | -0.8% |
| 6M | +52.9% | +78.0% | -25.1% | +27.7% |
| All | +52.9% | +80.1% | -27.2% | +27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling