+11.3%
TSEM vs HAS
+1,327.5%
-1,316.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.4% |
| 6M | +80.0% | -3.2% | +83.3% | +80.1% |
| YTD | +89.4% | +15.4% | +73.9% | +79.7% |
| 1Y | +253.1% | +18.8% | +234.3% | +232.7% |
| 3Y | +642.1% | +43.9% | +598.2% | +552.5% |
| 5Y | +659.1% | +13.9% | +645.2% | +595.4% |
| 10Y | +1,291.4% | +56.4% | +1,234.9% | +1,020.4% |
| All | +11.3% | +1,327.5% | -1,316.2% | -54.9% |
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