+207.6%
TSEM vs ALK
-35.4%
+243.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.7% |
| 7D | +0.9% | -3.1% | +4.0% | +2.0% |
| 30D | -16.6% | -17.1% | +0.5% | -11.8% |
| 3M | -10.9% | -3.8% | -7.1% | -10.7% |
| 6M | +78.0% | -5.3% | +83.3% | +73.6% |
| YTD | +77.2% | -20.3% | +97.5% | +80.4% |
| 1Y | +207.6% | -36.0% | +243.5% | +176.1% |
| All | +207.6% | -35.4% | +243.0% | +176.1% |
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