+11.3%
TSEM vs BAX
+687.2%
-675.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.0% | +6.8% | +7.6% |
| 7D | +6.9% | -1.1% | +8.0% | +7.2% |
| 30D | +5.3% | -5.5% | +10.8% | +6.6% |
| 3M | -14.9% | +33.5% | -48.5% | -21.3% |
| 6M | +80.0% | +35.9% | +44.2% | +65.3% |
| YTD | +89.4% | +35.4% | +54.0% | +72.2% |
| 1Y | +253.1% | +9.8% | +243.3% | +236.0% |
| 3Y | +642.1% | -32.7% | +674.9% | +679.8% |
| 5Y | +659.1% | -65.6% | +724.7% | +831.8% |
| 10Y | +1,291.4% | -34.9% | +1,326.3% | +1,348.3% |
| All | +11.3% | +687.2% | -675.9% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling