-26.5%
TSEM vs BAX
+686.6%
-713.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.3% | -7.2% | -7.0% |
| 7D | +7.0% | +0.1% | +6.9% | +7.0% |
| 30D | -29.8% | +4.1% | -33.8% | -30.6% |
| 3M | -41.9% | -4.5% | -37.4% | -41.5% |
| 6M | -45.8% | +49.2% | -95.0% | -51.3% |
| YTD | +25.1% | +35.2% | -10.2% | +13.5% |
| 1Y | +48.2% | +38.3% | +10.0% | +33.6% |
| 3Y | +476.5% | -19.0% | +495.5% | +477.0% |
| 5Y | +301.4% | -64.2% | +365.6% | +386.6% |
| 10Y | +812.9% | -35.7% | +848.6% | +851.3% |
| All | -26.5% | +686.6% | -713.1% | -57.8% |
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 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