+667.3%
TSEM vs BUD
+45.2%
+622.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.0% |
| 7D | +10.4% | +0.8% | +9.7% | +10.3% |
| 30D | -12.9% | -4.8% | -8.1% | -12.3% |
| 3M | -9.2% | +1.4% | -10.5% | -10.0% |
| 6M | +98.8% | +9.9% | +88.9% | +93.9% |
| YTD | +87.2% | +26.3% | +60.9% | +78.2% |
| 1Y | +239.0% | +36.1% | +202.8% | +218.3% |
| 3Y | +679.5% | +48.6% | +630.9% | +612.7% |
| 5Y | +667.3% | +45.0% | +622.3% | +607.9% |
| All | +667.3% | +45.2% | +622.1% | +607.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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