+80.5%
TSEM vs HBM
+47.3%
+33.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.6% | -12.4% | -10.6% |
| 7D | -23.1% | -5.8% | -17.3% | -20.6% |
| 30D | -40.4% | -18.5% | -21.9% | -33.7% |
| 3M | -37.9% | -10.3% | -27.6% | -34.3% |
| 6M | -30.8% | +2.1% | -32.9% | -29.7% |
| YTD | +26.7% | +12.0% | +14.7% | +12.7% |
| 1Y | +80.5% | +49.8% | +30.7% | +23.2% |
| All | +80.5% | +47.3% | +33.2% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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