+239.0%
TSEM vs HAS
+16.8%
+222.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.8% |
| 7D | +10.4% | -3.1% | +13.5% | +10.9% |
| 30D | -12.9% | -2.7% | -10.2% | -12.7% |
| 3M | -9.2% | +8.9% | -18.1% | -11.4% |
| 6M | +98.8% | -2.9% | +101.7% | +94.6% |
| YTD | +87.2% | +12.6% | +74.6% | +66.8% |
| 1Y | +239.0% | +17.5% | +221.5% | +180.6% |
| All | +239.0% | +16.8% | +222.1% | +180.6% |
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