+644.7%
TSEM vs BB
-25.5%
+670.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | +4.7% | +1.8% | +2.9% | +4.3% |
| 30D | -14.2% | -12.2% | -2.0% | -12.0% |
| 3M | -5.0% | -12.3% | +7.3% | -2.8% |
| 6M | +87.6% | +122.7% | -35.1% | +58.2% |
| YTD | +84.4% | +104.5% | -20.0% | +57.9% |
| 1Y | +235.4% | +106.7% | +128.7% | +185.7% |
| 3Y | +668.0% | +70.0% | +598.0% | +547.8% |
| 5Y | +644.7% | -27.8% | +672.5% | +663.5% |
| All | +644.7% | -25.5% | +670.2% | +663.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling