+220.4%
TSEM vs BNS
+49.3%
+171.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.0% |
| 7D | -4.9% | -0.4% | -4.5% | -4.5% |
| 30D | -18.7% | +3.5% | -22.2% | -21.4% |
| 3M | -18.1% | +14.1% | -32.2% | -29.1% |
| 6M | +77.1% | +33.8% | +43.3% | +26.7% |
| YTD | +80.1% | +29.5% | +50.7% | +33.8% |
| 1Y | +220.4% | +48.4% | +172.0% | +113.0% |
| All | +220.4% | +49.3% | +171.1% | +113.0% |
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