+637.8%
TSEM vs BR
-5.0%
+642.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | +0.9% | -6.0% | +6.9% | -0.1% |
| 30D | -16.6% | -0.9% | -15.8% | -16.7% |
| 3M | -10.9% | +16.4% | -27.3% | -8.5% |
| 6M | +78.0% | -8.2% | +86.2% | +91.1% |
| YTD | +77.2% | -23.2% | +100.4% | +102.2% |
| 1Y | +207.6% | -30.9% | +238.5% | +268.5% |
| All | +637.8% | -5.0% | +642.9% | +645.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling