+637.8%
TSEM vs BNS
+129.0%
+508.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -4.4% |
| 7D | +0.9% | -2.2% | +3.1% | +2.3% |
| 30D | -16.6% | +4.5% | -21.1% | -18.9% |
| 3M | -10.9% | +14.9% | -25.8% | -18.1% |
| 6M | +78.0% | +32.5% | +45.5% | +50.7% |
| YTD | +77.2% | +28.6% | +48.6% | +52.5% |
| 1Y | +207.6% | +48.4% | +159.2% | +148.6% |
| All | +637.8% | +129.0% | +508.9% | +397.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling