+10.0%
TSEM vs BDX
+3,081.6%
-3,071.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.3% |
| 7D | +10.4% | -4.3% | +14.7% | +11.7% |
| 30D | -12.9% | +1.3% | -14.2% | -13.3% |
| 3M | -9.2% | +20.2% | -29.4% | -14.7% |
| 6M | +98.8% | +8.6% | +90.2% | +91.4% |
| YTD | +87.2% | +19.0% | +68.2% | +75.0% |
| 1Y | +239.0% | +21.2% | +217.8% | +214.6% |
| 3Y | +679.5% | -9.7% | +689.2% | +676.9% |
| 5Y | +667.3% | -3.4% | +670.7% | +638.1% |
| 10Y | +1,301.0% | +53.9% | +1,247.2% | +1,052.7% |
| All | +10.0% | +3,081.6% | -3,071.5% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling