+152.7%
TSEM vs BNS
+1,476.3%
-1,323.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | +10.4% | +1.8% | +8.6% | +9.4% |
| 30D | -12.9% | +4.5% | -17.4% | -14.9% |
| 3M | -9.2% | +15.8% | -25.0% | -15.7% |
| 6M | +98.8% | +31.5% | +67.3% | +73.4% |
| YTD | +87.2% | +28.6% | +58.6% | +65.3% |
| 1Y | +239.0% | +48.2% | +190.8% | +179.1% |
| 3Y | +679.5% | +130.8% | +548.7% | +407.9% |
| 5Y | +667.3% | +94.9% | +572.4% | +434.5% |
| 10Y | +1,301.0% | +179.6% | +1,121.5% | +702.0% |
| All | +152.7% | +1,476.3% | -1,323.6% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling