+80.5%
TSEM vs ALK
-1.1%
+81.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +8.8% | -17.5% | -11.3% |
| 7D | -23.1% | +12.4% | -35.5% | -26.4% |
| 30D | -40.4% | +2.1% | -42.4% | -40.8% |
| 3M | -37.9% | -23.9% | -14.0% | -32.0% |
| 6M | -30.8% | +8.2% | -39.0% | -35.1% |
| YTD | +26.7% | -20.5% | +47.2% | +30.2% |
| 1Y | +80.5% | -1.0% | +81.5% | +67.9% |
| All | +80.5% | -1.1% | +81.6% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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