+55.2%
TSEM vs ALK
-4.9%
+60.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.1% | +3.8% | +8.6% |
| 7D | -2.0% | +8.9% | -10.9% | -4.7% |
| 30D | -33.4% | +5.9% | -39.4% | -34.6% |
| 3M | -39.7% | -16.5% | -23.2% | -35.7% |
| 6M | -27.8% | +2.1% | -29.9% | -30.0% |
| YTD | +29.7% | -17.1% | +46.8% | +31.4% |
| All | +55.2% | -4.9% | +60.1% | +44.6% |
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