+80.5%
TSEM vs BNS
+52.0%
+28.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.0% | -11.7% | -11.9% |
| 7D | -23.1% | +2.0% | -25.1% | -24.8% |
| 30D | -40.4% | +7.8% | -48.1% | -45.2% |
| 3M | -37.9% | +11.7% | -49.5% | -45.2% |
| 6M | -30.8% | +28.2% | -59.1% | -48.3% |
| YTD | +26.7% | +34.8% | -8.1% | -12.4% |
| 1Y | +80.5% | +51.1% | +29.4% | +4.2% |
| All | +80.5% | +52.0% | +28.5% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling