+7,748.8%
SYK vs TSEM
+4.2%
+7,744.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +2.0% | -1.7% |
| 7D | -12.3% | +0.9% | -13.3% | -12.4% |
| 30D | -22.4% | -16.6% | -5.8% | -21.6% |
| 3M | -12.3% | -10.9% | -1.4% | -12.6% |
| 6M | -24.3% | +78.0% | -102.3% | -29.0% |
| YTD | -22.8% | +77.2% | -100.0% | -27.7% |
| 1Y | -28.8% | +207.6% | -236.3% | -36.4% |
| 3Y | -4.0% | +637.8% | -641.8% | -20.7% |
| 5Y | +3.8% | +617.0% | -613.1% | -14.5% |
| 10Y | +172.8% | +1,270.7% | -1,097.9% | +112.2% |
| All | +7,748.8% | +4.2% | +7,744.7% | +5,367.2% |
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 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