+786.5%
TSEM vs BB
+21.8%
+764.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.4% | -4.5% | -6.5% |
| 7D | +7.0% | +1.8% | +5.1% | +6.7% |
| 30D | -29.8% | +8.1% | -37.9% | -30.6% |
| 3M | -41.9% | -1.0% | -40.9% | -41.9% |
| 6M | -45.8% | +45.9% | -91.7% | -49.5% |
| YTD | +25.1% | +134.8% | -109.7% | +6.4% |
| 1Y | +48.2% | +104.6% | -56.4% | +28.7% |
| 3Y | +476.5% | +152.8% | +323.7% | +367.6% |
| 5Y | +301.4% | -17.4% | +318.9% | +273.2% |
| All | +786.5% | +21.8% | +764.7% | +538.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling