+644.7%
TSEM vs BEN
+40.0%
+604.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -0.8% |
| 7D | +4.7% | +3.4% | +1.4% | +3.4% |
| 30D | -14.2% | +1.8% | -16.0% | -14.8% |
| 3M | -5.0% | +8.4% | -13.4% | -7.9% |
| 6M | +87.6% | +35.6% | +51.9% | +66.4% |
| YTD | +84.4% | +46.4% | +38.1% | +58.3% |
| 1Y | +235.4% | +46.3% | +189.1% | +187.1% |
| 3Y | +668.0% | +54.6% | +613.4% | +527.6% |
| 5Y | +644.7% | +39.4% | +605.4% | +541.0% |
| All | +644.7% | +40.0% | +604.8% | +541.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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