+621.7%
TSEM vs BDX
-2.2%
+623.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.6% |
| 7D | -4.9% | -3.2% | -1.7% | -4.8% |
| 30D | -18.7% | -2.5% | -16.2% | -18.7% |
| 3M | -18.1% | +21.4% | -39.5% | -19.1% |
| 6M | +77.1% | +10.4% | +66.7% | +77.5% |
| YTD | +80.1% | +18.8% | +61.3% | +77.9% |
| 1Y | +220.4% | +21.7% | +198.7% | +214.6% |
| 3Y | +650.1% | -10.0% | +660.0% | +665.7% |
| All | +621.7% | -2.2% | +623.9% | +643.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling