-28.5%
TSEM vs BIYA
-86.7%
+58.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.7% |
| 7D | +20.5% | +10.0% | +10.5% | +20.8% |
| 30D | -29.0% | -17.7% | -11.3% | -29.3% |
| 3M | -39.4% | -55.0% | +15.7% | -40.1% |
| 6M | -28.5% | -85.1% | +56.6% | -30.4% |
| All | -28.5% | -86.7% | +58.2% | -30.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling