+786.5%
TSEM vs HBM
+281.1%
+505.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -6.7% |
| 7D | +7.0% | +2.2% | +4.7% | +6.5% |
| 30D | -29.8% | -11.8% | -18.0% | -27.1% |
| 3M | -41.9% | -19.2% | -22.7% | -38.4% |
| 6M | -45.8% | -22.9% | -22.9% | -41.9% |
| YTD | +25.1% | +7.8% | +17.3% | +22.6% |
| 1Y | +48.2% | +34.9% | +13.3% | +37.9% |
| 3Y | +476.5% | +422.2% | +54.3% | +290.2% |
| 5Y | +301.4% | +192.8% | +108.6% | +188.5% |
| All | +786.5% | +281.1% | +505.3% | +409.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling