+479.3%
TSEM vs BB
+154.6%
+324.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.8% |
| 7D | -9.5% | +11.6% | -21.1% | -12.0% |
| 30D | -35.5% | +2.6% | -38.0% | -35.7% |
| 3M | -41.6% | +3.5% | -45.1% | -42.2% |
| 6M | -30.1% | +43.5% | -73.5% | -35.9% |
| YTD | +25.7% | +141.2% | -115.5% | +1.0% |
| 1Y | +50.5% | +97.4% | -46.9% | +26.5% |
| All | +479.3% | +154.6% | +324.7% | +336.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling