+1,301.0%
TSEM vs HAS
+53.3%
+1,247.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.4% |
| 7D | +10.4% | -3.1% | +13.5% | +11.5% |
| 30D | -12.9% | -2.7% | -10.2% | -12.3% |
| 3M | -9.2% | +8.9% | -18.1% | -12.0% |
| 6M | +98.8% | -2.9% | +101.7% | +98.4% |
| YTD | +87.2% | +12.6% | +74.6% | +76.8% |
| 1Y | +239.0% | +17.5% | +221.5% | +215.8% |
| 3Y | +679.5% | +46.2% | +633.3% | +562.6% |
| 5Y | +667.3% | +12.6% | +654.7% | +597.6% |
| 10Y | +1,301.0% | +55.7% | +1,245.3% | +1,023.3% |
| All | +1,301.0% | +53.3% | +1,247.7% | +1,023.3% |
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 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