+852.7%
TSEM vs BN
+297.2%
+555.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.1% |
| 7D | +20.5% | -0.3% | +20.8% | +20.8% |
| 30D | -29.0% | +13.6% | -42.5% | -33.8% |
| 3M | -39.4% | -6.7% | -32.7% | -37.6% |
| 6M | -28.5% | -9.0% | -19.5% | -25.9% |
| YTD | +34.4% | -8.8% | +43.2% | +38.6% |
| 1Y | +48.3% | -10.6% | +59.0% | +54.7% |
| 3Y | +543.5% | +98.8% | +444.8% | +364.7% |
| 5Y | +331.4% | +33.6% | +297.8% | +261.8% |
| All | +852.7% | +297.2% | +555.5% | +321.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling