+50.5%
TSEM vs ALK
-5.3%
+55.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -9.5% | +12.9% | -22.4% | -12.9% |
| 30D | -35.5% | +5.5% | -41.0% | -36.5% |
| 3M | -41.6% | -12.1% | -29.5% | -38.8% |
| 6M | -30.1% | +1.7% | -31.8% | -32.0% |
| YTD | +25.7% | -17.4% | +43.1% | +27.5% |
| 1Y | +50.5% | -1.9% | +52.4% | +40.3% |
| All | +50.5% | -5.3% | +55.7% | +40.3% |
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 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