+637.8%
TSEM vs BG
+20.1%
+617.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -4.0% |
| 7D | +0.9% | +3.7% | -2.8% | +0.6% |
| 30D | -16.6% | +12.3% | -29.0% | -17.4% |
| 3M | -10.9% | -2.2% | -8.7% | -10.7% |
| 6M | +78.0% | +5.3% | +72.7% | +77.1% |
| YTD | +77.2% | +42.4% | +34.8% | +70.4% |
| 1Y | +207.6% | +55.2% | +152.4% | +192.4% |
| All | +637.8% | +20.1% | +617.8% | +593.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling