+621.7%
TSEM vs BNS
+94.7%
+527.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | -4.9% | -0.4% | -4.5% | -4.7% |
| 30D | -18.7% | +3.5% | -22.2% | -20.1% |
| 3M | -18.1% | +14.1% | -32.2% | -23.2% |
| 6M | +77.1% | +33.8% | +43.3% | +54.6% |
| YTD | +80.1% | +29.5% | +50.7% | +59.6% |
| 1Y | +220.4% | +48.4% | +172.0% | +169.2% |
| 3Y | +650.1% | +129.6% | +520.5% | +432.9% |
| All | +621.7% | +94.7% | +527.0% | +427.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling