+80.5%
TSEM vs BN
-3.9%
+84.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +6.1% | -14.8% | -11.3% |
| 7D | -23.1% | +12.0% | -35.1% | -27.8% |
| 30D | -40.4% | +17.0% | -57.4% | -45.7% |
| 3M | -37.9% | -3.2% | -34.6% | -36.5% |
| 6M | -30.8% | -3.9% | -27.0% | -29.3% |
| YTD | +26.7% | -5.6% | +32.3% | +23.6% |
| 1Y | +80.5% | -4.7% | +85.2% | +74.3% |
| All | +80.5% | -3.9% | +84.4% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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