+315.0%
TSEM vs BUD
+51.0%
+264.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.3% | +9.5% | +10.8% |
| 7D | -2.0% | +1.3% | -3.3% | -2.0% |
| 30D | -33.4% | +10.0% | -43.4% | -34.2% |
| 3M | -39.7% | +1.6% | -41.3% | -39.8% |
| 6M | -27.8% | +6.5% | -34.3% | -28.8% |
| YTD | +29.7% | +34.8% | -5.1% | +22.3% |
| 1Y | +81.1% | +36.5% | +44.7% | +70.3% |
| 3Y | +529.3% | +49.0% | +480.3% | +477.1% |
| 5Y | +315.0% | +51.7% | +263.3% | +284.8% |
| All | +315.0% | +51.0% | +264.0% | +284.8% |
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