+80.5%
TSEM vs HAS
+66.3%
+14.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.1% | -11.8% | -8.6% |
| 7D | -23.1% | +2.4% | -25.6% | -23.0% |
| 30D | -40.4% | +31.6% | -72.0% | -40.6% |
| 3M | -37.9% | +33.9% | -71.7% | -38.4% |
| 6M | -30.8% | +31.4% | -62.2% | -32.6% |
| YTD | +26.7% | +51.6% | -24.9% | +6.5% |
| 1Y | +80.5% | +65.2% | +15.3% | +35.3% |
| All | +80.5% | +66.3% | +14.2% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 1y: compounded portfolio wealth divided by compounded HAS 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…
1y analysis · Full analysis span regression · 6 months rolling