+253.1%
TSEM vs HBM
+123.0%
+130.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.9% | +8.8% | +8.3% |
| 7D | +6.9% | -6.4% | +13.2% | +9.9% |
| 30D | +5.3% | +5.9% | -0.6% | +2.6% |
| 3M | -14.9% | -8.9% | -6.0% | -13.5% |
| 6M | +80.0% | +10.7% | +69.4% | +70.4% |
| YTD | +89.4% | +38.3% | +51.1% | +59.6% |
| 1Y | +253.1% | +121.3% | +131.7% | +155.0% |
| All | +253.1% | +123.0% | +130.1% | +155.0% |
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