+253.1%
TSEM vs BB
+105.3%
+147.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.8% | +7.8% |
| 7D | +6.9% | -5.6% | +12.5% | +8.4% |
| 30D | +5.3% | -11.8% | +17.1% | +8.5% |
| 3M | -14.9% | -25.5% | +10.6% | -9.0% |
| 6M | +80.0% | +121.3% | -41.2% | +59.4% |
| YTD | +89.4% | +103.2% | -13.8% | +71.2% |
| 1Y | +253.1% | +102.6% | +150.4% | +242.8% |
| All | +253.1% | +105.3% | +147.7% | +242.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling