+273.0%
TSEM vs ALK
-34.8%
+307.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.7% |
| 7D | -17.5% | +9.0% | -26.5% | -20.2% |
| 30D | -44.7% | -1.6% | -43.0% | -44.7% |
| 3M | -38.9% | -23.2% | -15.7% | -34.0% |
| 6M | -36.7% | -3.9% | -32.8% | -37.3% |
| YTD | +17.0% | -22.6% | +39.5% | +22.7% |
| 1Y | +62.8% | -5.3% | +68.1% | +59.8% |
| 3Y | +471.3% | +18.6% | +452.7% | +414.5% |
| All | +273.0% | -34.8% | +307.8% | +316.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling