+80.5%
TSEM vs BIYA
-98.4%
+178.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.3% | -5.5% | -8.8% |
| 7D | -23.1% | -4.0% | -19.1% | -23.2% |
| 30D | -40.4% | -15.0% | -25.4% | -40.2% |
| 3M | -37.9% | -58.1% | +20.2% | -38.7% |
| 6M | -30.8% | -90.0% | +59.2% | -31.5% |
| YTD | +26.7% | -96.9% | +123.6% | +29.9% |
| 1Y | +80.5% | -98.2% | +178.7% | +83.2% |
| All | +80.5% | -98.4% | +178.9% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling