+78.0%
TSEM vs BNY
+42.0%
+36.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -4.0% | -4.0% |
| 7D | +0.9% | -1.1% | +2.0% | +2.1% |
| 30D | -16.6% | +1.4% | -18.0% | -17.7% |
| 3M | -10.9% | +16.8% | -27.7% | -25.0% |
| 6M | +78.0% | +42.0% | +36.0% | +12.4% |
| All | +78.0% | +42.0% | +36.0% | +12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling