+644.7%
TSEM vs BAX
-67.6%
+712.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.8% |
| 3M | -5.0% | +21.8% | -26.9% | -7.7% |
| 6M | +87.6% | +36.3% | +51.3% | +78.4% |
| YTD | +84.4% | +27.8% | +56.6% | +76.0% |
| 1Y | +235.4% | -0.1% | +235.5% | +232.3% |
| 3Y | +668.0% | -33.3% | +701.3% | +699.0% |
| 5Y | +644.7% | -67.1% | +711.8% | +761.3% |
| All | +644.7% | -67.6% | +712.3% | +761.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling