+207.6%
TSEM vs HBM
+103.9%
+103.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.5% | +3.6% | -0.7% |
| 7D | +0.9% | -3.7% | +4.7% | +2.4% |
| 30D | -16.6% | -3.7% | -13.0% | -15.7% |
| 3M | -10.9% | +8.0% | -18.9% | -14.4% |
| 6M | +78.0% | +15.8% | +62.2% | +66.9% |
| YTD | +77.2% | +34.4% | +42.8% | +51.3% |
| 1Y | +207.6% | +98.2% | +109.4% | +131.3% |
| All | +207.6% | +103.9% | +103.7% | +131.3% |
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