+80.5%
TSEM vs BBY
+33.0%
+47.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +8.0% | -16.7% | -6.5% |
| 7D | -23.1% | +4.5% | -27.6% | -21.7% |
| 30D | -40.4% | +16.0% | -56.4% | -37.5% |
| 3M | -37.9% | +18.6% | -56.5% | -34.5% |
| 6M | -30.8% | +80.1% | -110.9% | -20.1% |
| YTD | +26.7% | +57.4% | -30.7% | +45.3% |
| 1Y | +80.5% | +34.5% | +46.0% | +120.8% |
| All | +80.5% | +33.0% | +47.5% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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