-31.2%
TSEM vs HAS
+1,734.5%
-1,765.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.4% | +5.0% |
| 7D | -17.5% | -0.2% | -17.4% | -17.5% |
| 30D | -44.7% | +31.0% | -75.7% | -48.8% |
| 3M | -38.9% | +30.7% | -69.5% | -43.4% |
| 6M | -36.7% | +23.9% | -60.6% | -40.9% |
| YTD | +17.0% | +48.3% | -31.3% | +3.3% |
| 1Y | +62.8% | +60.2% | +2.6% | +41.0% |
| 3Y | +471.3% | +189.2% | +282.1% | +317.4% |
| 5Y | +290.3% | +50.4% | +239.9% | +230.6% |
| 10Y | +790.1% | +104.2% | +685.9% | +564.7% |
| All | -31.2% | +1,734.5% | -1,765.7% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling