+2,261.1%
TSEM vs BUD
+218.9%
+2,042.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.3% | +9.5% | +10.4% |
| 7D | -2.0% | +1.3% | -3.3% | -2.7% |
| 30D | -33.4% | +10.0% | -43.4% | -36.5% |
| 3M | -39.7% | +1.6% | -41.3% | -40.9% |
| 6M | -27.8% | +6.5% | -34.3% | -31.3% |
| YTD | +29.7% | +34.8% | -5.1% | +11.5% |
| 1Y | +81.1% | +36.5% | +44.7% | +54.8% |
| 3Y | +529.3% | +49.0% | +480.3% | +403.2% |
| 5Y | +315.0% | +51.7% | +263.3% | +219.0% |
| 10Y | +865.7% | -7.5% | +873.2% | +790.8% |
| All | +2,261.1% | +218.9% | +2,042.2% | +874.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling