+80.5%
TSEM vs BDX
+54.0%
+26.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.6% | -14.3% | -5.2% |
| 7D | -23.1% | +7.2% | -30.3% | -19.3% |
| 30D | -40.4% | +15.8% | -56.2% | -34.5% |
| 3M | -37.9% | +23.7% | -61.6% | -29.1% |
| 6M | -30.8% | +44.8% | -75.6% | -14.1% |
| YTD | +26.7% | +39.8% | -13.1% | +59.1% |
| 1Y | +80.5% | +52.3% | +28.1% | +115.0% |
| All | +80.5% | +54.0% | +26.5% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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