+48.3%
TSEM vs BAX
+40.9%
+7.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.6% |
| 7D | +20.5% | +0.4% | +20.2% | +20.5% |
| 30D | -29.0% | +3.4% | -32.4% | -28.8% |
| 3M | -39.4% | -4.5% | -34.9% | -39.2% |
| 6M | -28.5% | +44.0% | -72.5% | -27.7% |
| YTD | +34.4% | +34.9% | -0.4% | +33.4% |
| 1Y | +48.3% | +37.9% | +10.4% | +45.8% |
| All | +48.3% | +40.9% | +7.4% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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