+617.0%
TSEM vs BIDU
-45.6%
+662.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.4% | -3.6% |
| 7D | +0.9% | -5.2% | +6.1% | +2.0% |
| 30D | -16.6% | -14.5% | -2.1% | -14.0% |
| 3M | -10.9% | -22.9% | +12.0% | -6.4% |
| 6M | +78.0% | -27.8% | +105.8% | +89.2% |
| YTD | +77.2% | -30.7% | +107.9% | +89.7% |
| 1Y | +207.6% | -15.8% | +223.4% | +219.3% |
| 3Y | +637.8% | -33.2% | +671.1% | +670.3% |
| 5Y | +617.0% | -44.8% | +661.8% | +687.8% |
| All | +617.0% | -45.6% | +662.6% | +687.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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