+466.2%
TSEM vs BIYA
-99.8%
+566.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.5% |
| 7D | +4.7% | +2.7% | +2.0% | +4.7% |
| 30D | -14.2% | -16.7% | +2.4% | -14.4% |
| 3M | -5.0% | -74.6% | +69.6% | -5.3% |
| 6M | +87.6% | -85.4% | +173.0% | +88.8% |
| YTD | +84.4% | -94.2% | +178.6% | +90.3% |
| 1Y | +235.4% | -98.6% | +334.0% | +264.9% |
| All | +466.2% | -99.8% | +566.0% | +543.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling