+852.7%
TSEM vs HAS
+99.1%
+753.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | 0.0% |
| 7D | +20.5% | +1.6% | +18.9% | +20.0% |
| 30D | -29.0% | +26.6% | -55.6% | -34.2% |
| 3M | -39.4% | +29.0% | -68.3% | -44.2% |
| 6M | -28.5% | +30.6% | -59.1% | -35.0% |
| YTD | +34.4% | +51.5% | -17.1% | +15.4% |
| 1Y | +48.3% | +58.5% | -10.1% | +25.5% |
| 3Y | +543.5% | +214.1% | +329.4% | +331.0% |
| 5Y | +331.4% | +50.2% | +281.2% | +258.0% |
| All | +852.7% | +99.1% | +753.6% | +603.7% |
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