+1,282.5%
TSEM vs BN
+265.2%
+1,017.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.4% |
| 7D | -4.9% | -5.2% | +0.3% | -2.3% |
| 30D | -18.7% | -14.5% | -4.3% | -12.3% |
| 3M | -18.1% | -15.0% | -3.1% | -11.5% |
| 6M | +77.1% | -5.4% | +82.5% | +81.6% |
| YTD | +80.1% | -16.4% | +96.6% | +94.9% |
| 1Y | +220.4% | -16.2% | +236.6% | +246.8% |
| 3Y | +650.1% | +67.5% | +582.5% | +488.5% |
| 5Y | +628.9% | +34.1% | +594.7% | +511.2% |
| All | +1,282.5% | +265.2% | +1,017.3% | +583.1% |
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