+644.7%
TSEM vs BN
+33.2%
+611.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.6% |
| 7D | +4.7% | -3.0% | +7.7% | +6.2% |
| 30D | -14.2% | -13.0% | -1.2% | -8.7% |
| 3M | -5.0% | -15.2% | +10.2% | +2.2% |
| 6M | +87.6% | -5.9% | +93.5% | +92.3% |
| YTD | +84.4% | -15.8% | +100.2% | +97.5% |
| 1Y | +235.4% | -12.2% | +247.6% | +252.9% |
| 3Y | +668.0% | +72.2% | +595.8% | +546.0% |
| 5Y | +644.7% | +33.2% | +611.5% | +574.0% |
| All | +644.7% | +33.2% | +611.6% | +574.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling