+865.7%
TSEM vs HAS
+106.1%
+759.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.7% | +9.2% | +10.4% |
| 7D | -2.0% | +2.2% | -4.1% | -2.6% |
| 30D | -33.4% | +29.6% | -63.0% | -38.8% |
| 3M | -39.7% | +30.3% | -70.0% | -44.8% |
| 6M | -27.8% | +25.6% | -53.4% | -33.6% |
| YTD | +29.7% | +50.8% | -21.1% | +11.4% |
| 1Y | +81.1% | +63.0% | +18.1% | +51.9% |
| 3Y | +529.3% | +211.6% | +317.7% | +322.0% |
| 5Y | +315.0% | +50.4% | +264.6% | +243.9% |
| 10Y | +865.7% | +101.9% | +763.8% | +602.9% |
| All | +865.7% | +106.1% | +759.6% | +602.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling