+253.1%
TSEM vs BNS
+50.5%
+202.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.2% | +9.0% | +9.1% |
| 7D | +6.9% | +1.5% | +5.3% | +4.9% |
| 30D | +5.3% | +6.0% | -0.6% | -0.8% |
| 3M | -14.9% | +16.3% | -31.3% | -27.8% |
| 6M | +80.0% | +27.3% | +52.7% | +35.8% |
| YTD | +89.4% | +28.5% | +60.8% | +42.0% |
| 1Y | +253.1% | +49.0% | +204.1% | +141.2% |
| All | +253.1% | +50.5% | +202.6% | +141.2% |
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