+1,282.5%
TSEM vs BNY
+416.3%
+866.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.6% |
| 7D | -4.9% | -1.3% | -3.5% | -4.3% |
| 30D | -18.7% | -0.2% | -18.6% | -18.7% |
| 3M | -18.1% | +14.9% | -33.1% | -23.4% |
| 6M | +77.1% | +40.0% | +37.1% | +51.6% |
| YTD | +80.1% | +42.0% | +38.2% | +52.7% |
| 1Y | +220.4% | +56.9% | +163.5% | +160.4% |
| 3Y | +650.1% | +289.9% | +360.2% | +314.8% |
| 5Y | +628.9% | +259.2% | +369.7% | +306.7% |
| All | +1,282.5% | +416.3% | +866.2% | +528.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling