+663.0%
TSEM vs HAS
+13.4%
+649.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.6% |
| 6M | +80.0% | -3.2% | +83.3% | +79.8% |
| YTD | +89.4% | +15.4% | +73.9% | +78.2% |
| 1Y | +253.1% | +18.8% | +234.3% | +229.3% |
| 3Y | +642.1% | +43.9% | +598.2% | +541.9% |
| All | +663.0% | +13.4% | +649.6% | +706.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling