+865.7%
TSEM vs ALK
-37.5%
+903.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.1% | +3.8% | +8.8% |
| 7D | -2.0% | +8.9% | -10.9% | -4.6% |
| 30D | -33.4% | +5.9% | -39.4% | -34.9% |
| 3M | -39.7% | -16.5% | -23.2% | -36.8% |
| 6M | -27.8% | +2.1% | -29.9% | -29.6% |
| YTD | +29.7% | -17.1% | +46.8% | +33.3% |
| 1Y | +81.1% | -2.9% | +84.0% | +77.5% |
| 3Y | +529.3% | +24.5% | +504.8% | +459.6% |
| 5Y | +315.0% | -29.1% | +344.1% | +318.4% |
| 10Y | +865.7% | -39.1% | +904.8% | +873.3% |
| All | +865.7% | -37.5% | +903.2% | +873.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling