-31.2%
TSEM vs ALK
+926.4%
-957.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.7% |
| 7D | -17.5% | +9.0% | -26.5% | -19.5% |
| 30D | -44.7% | -1.6% | -43.0% | -44.8% |
| 3M | -38.9% | -23.2% | -15.7% | -35.4% |
| 6M | -36.7% | -3.9% | -32.8% | -37.0% |
| YTD | +17.0% | -22.6% | +39.5% | +21.6% |
| 1Y | +62.8% | -5.3% | +68.1% | +61.4% |
| 3Y | +471.3% | +18.6% | +452.7% | +426.7% |
| 5Y | +290.3% | -34.4% | +324.7% | +301.3% |
| 10Y | +790.1% | -40.8% | +830.9% | +766.1% |
| All | -31.2% | +926.4% | -957.7% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling