-45.8%
TSEM vs BAX
+45.9%
-91.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.3% | -7.2% | -6.9% |
| 7D | +7.0% | +0.1% | +6.9% | +6.9% |
| 30D | -29.8% | +4.1% | -33.8% | -29.3% |
| 3M | -41.9% | -4.5% | -37.4% | -41.8% |
| 6M | -45.8% | +49.2% | -95.0% | -42.4% |
| All | -45.8% | +45.9% | -91.6% | -42.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling