+11.3%
TSEM vs BN
+16,840.9%
-16,829.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.3% | +8.1% | +8.0% |
| 7D | +6.9% | -2.5% | +9.4% | +8.0% |
| 30D | +5.3% | -9.5% | +14.8% | +9.8% |
| 3M | -14.9% | -10.4% | -4.5% | -11.1% |
| 6M | +80.0% | -6.4% | +86.4% | +85.0% |
| YTD | +89.4% | -11.9% | +101.2% | +98.5% |
| 1Y | +253.1% | -8.6% | +261.7% | +264.8% |
| 3Y | +642.1% | +77.6% | +564.6% | +480.4% |
| 5Y | +659.1% | +37.0% | +622.1% | +536.8% |
| 10Y | +1,291.4% | +266.4% | +1,025.0% | +658.3% |
| All | +11.3% | +16,840.9% | -16,829.6% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling