+80.5%
TSEM vs BR
-14.2%
+94.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.0% | -11.8% | -5.6% |
| 7D | -23.1% | +7.0% | -30.1% | -17.2% |
| 30D | -40.4% | +19.0% | -59.4% | -28.3% |
| 3M | -37.9% | +13.1% | -51.0% | -28.3% |
| 6M | -30.8% | +24.6% | -55.4% | -6.7% |
| YTD | +26.7% | -13.6% | +40.3% | +51.6% |
| 1Y | +80.5% | -13.1% | +93.6% | +118.2% |
| All | +80.5% | -14.2% | +94.7% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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