+220.4%
TSEM vs BB
+104.0%
+116.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | -0.1% | +1.2% |
| 7D | -4.9% | -0.4% | -4.5% | -4.8% |
| 30D | -18.7% | -12.5% | -6.2% | -16.1% |
| 3M | -18.1% | -17.4% | -0.7% | -13.7% |
| 6M | +77.1% | +119.1% | -42.0% | +56.4% |
| YTD | +80.1% | +102.4% | -22.2% | +62.5% |
| 1Y | +220.4% | +98.2% | +122.2% | +196.8% |
| All | +220.4% | +104.0% | +116.4% | +196.8% |
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