+80.5%
TSEM vs BNY
+45.2%
+35.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.3% | -11.0% | -10.8% |
| 7D | -23.1% | +2.8% | -25.9% | -25.0% |
| 30D | -40.4% | +6.7% | -47.1% | -43.8% |
| 3M | -37.9% | -2.2% | -35.7% | -36.4% |
| 6M | -30.8% | +16.8% | -47.6% | -40.4% |
| YTD | +26.7% | +33.9% | -7.2% | -8.8% |
| 1Y | +80.5% | +43.9% | +36.6% | +8.4% |
| All | +80.5% | +45.2% | +35.3% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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