+481.3%
TSEM vs BIYA
-99.8%
+581.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.7% | +9.6% | +7.8% |
| 7D | +6.9% | +1.3% | +5.5% | +6.9% |
| 30D | +5.3% | -21.0% | +26.3% | +5.1% |
| 3M | -14.9% | -74.3% | +59.4% | -15.1% |
| 6M | +80.0% | -84.6% | +164.7% | +80.8% |
| YTD | +89.4% | -94.2% | +183.5% | +95.4% |
| 1Y | +253.1% | -98.2% | +351.3% | +278.5% |
| All | +481.3% | -99.8% | +581.0% | +560.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling