+87.6%
TSEM vs BBY
+39.1%
+48.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.7% |
| 7D | +4.7% | +1.2% | +3.5% | +4.9% |
| 30D | -14.2% | +6.8% | -21.0% | -13.2% |
| 3M | -5.0% | +18.7% | -23.8% | -3.5% |
| 6M | +87.6% | +37.3% | +50.3% | +110.6% |
| All | +87.6% | +39.1% | +48.5% | +110.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling