+621.7%
TSEM vs BNY
+256.6%
+365.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.6% |
| 7D | -4.9% | -1.3% | -3.5% | -4.2% |
| 30D | -18.7% | -0.2% | -18.6% | -18.7% |
| 3M | -18.1% | +14.9% | -33.1% | -23.6% |
| 6M | +77.1% | +40.0% | +37.1% | +50.7% |
| YTD | +80.1% | +42.0% | +38.2% | +51.8% |
| 1Y | +220.4% | +56.9% | +163.5% | +159.0% |
| 3Y | +650.1% | +289.9% | +360.2% | +344.0% |
| All | +621.7% | +256.6% | +365.1% | +350.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling