-26.1%
TSEM vs BN
+17,747.7%
-17,773.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.7% | -2.5% |
| 7D | -9.5% | +4.3% | -13.8% | -11.2% |
| 30D | -35.5% | +14.3% | -49.8% | -39.4% |
| 3M | -41.6% | -4.1% | -37.5% | -40.8% |
| 6M | -30.1% | -9.7% | -20.4% | -27.6% |
| YTD | +25.7% | -7.1% | +32.9% | +28.3% |
| 1Y | +50.5% | -7.4% | +57.9% | +54.1% |
| 3Y | +501.7% | +102.3% | +399.4% | +345.9% |
| 5Y | +310.9% | +35.9% | +275.0% | +244.4% |
| 10Y | +849.8% | +289.2% | +560.6% | +402.6% |
| All | -26.1% | +17,747.7% | -17,773.8% | -85.4% |
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