+668.0%
TSEM vs BAX
-33.8%
+701.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | +4.7% | -5.1% | +9.8% | +5.4% |
| 30D | -14.2% | -12.2% | -2.1% | -12.9% |
| 3M | -5.0% | +21.8% | -26.9% | -7.4% |
| 6M | +87.6% | +36.3% | +51.3% | +78.7% |
| YTD | +84.4% | +27.8% | +56.6% | +76.0% |
| 1Y | +235.4% | -0.1% | +235.5% | +233.8% |
| All | +668.0% | -33.8% | +701.7% | +701.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling