-39.8%
TSEM vs BRKR
+172.5%
-212.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -4.9% | -8.7% | +3.8% | -3.1% |
| 30D | -18.7% | -9.9% | -8.9% | -17.1% |
| 3M | -18.1% | -3.1% | -15.0% | -18.3% |
| 6M | +77.1% | +45.5% | +31.6% | +61.2% |
| YTD | +80.1% | +13.7% | +66.5% | +71.6% |
| 1Y | +220.4% | +67.4% | +153.0% | +180.8% |
| 3Y | +650.1% | -13.2% | +663.3% | +628.8% |
| 5Y | +628.9% | -39.5% | +668.4% | +647.8% |
| 10Y | +1,293.4% | +153.5% | +1,139.9% | +978.1% |
| All | -39.8% | +172.5% | -212.3% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 all: compounded portfolio wealth divided by compounded BRKR 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…
all analysis · Full analysis span regression · 6 months rolling