+676.6%
TSEM vs HAS
+44.6%
+632.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.5% | +8.4% | +8.0% |
| 7D | +6.9% | -1.8% | +8.7% | +7.4% |
| 30D | +5.3% | +2.3% | +3.0% | +4.6% |
| 3M | -14.9% | +10.4% | -25.3% | -17.8% |
| 6M | +80.0% | -3.2% | +83.3% | +79.6% |
| YTD | +89.4% | +15.4% | +73.9% | +76.1% |
| 1Y | +253.1% | +18.8% | +234.3% | +224.8% |
| All | +676.6% | +44.6% | +632.0% | +515.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling