+2,502.1%
SOXX vs TSEM
+36.0%
+2,466.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -1.9% |
| 7D | +3.0% | +0.9% | +2.1% | +2.8% |
| 30D | -3.1% | -16.6% | +13.5% | +0.6% |
| 3M | -4.4% | -10.9% | +6.5% | -2.6% |
| 6M | +52.9% | +78.0% | -25.1% | +32.9% |
| YTD | +72.0% | +77.2% | -5.2% | +49.1% |
| 1Y | +105.1% | +207.6% | -102.5% | +58.0% |
| 3Y | +220.6% | +637.8% | -417.2% | +105.3% |
| 5Y | +244.8% | +617.0% | -372.2% | +120.4% |
| 10Y | +1,537.1% | +1,270.7% | +266.5% | +833.2% |
| All | +2,502.1% | +36.0% | +2,466.1% | +1,986.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling