+78.0%
TSEM vs EQX
-27.6%
+105.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.1% | +1.1% | -2.8% |
| 7D | +0.9% | -7.0% | +7.9% | +2.6% |
| 30D | -16.6% | +4.8% | -21.5% | -17.8% |
| 3M | -10.9% | +25.6% | -36.5% | -16.7% |
| 6M | +78.0% | -25.8% | +103.9% | +83.2% |
| All | +78.0% | -27.6% | +105.6% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 6mo: compounded portfolio wealth divided by compounded EQX 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…
6mo analysis · Full analysis span regression · 6 months rolling