+668.0%
TSEM vs HBM
+506.5%
+161.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +4.7% | +5.5% | -0.8% | +2.6% |
| 30D | -14.2% | +3.3% | -17.5% | -15.5% |
| 3M | -5.0% | +12.7% | -17.7% | -9.5% |
| 6M | +87.6% | +28.2% | +59.4% | +70.5% |
| YTD | +84.4% | +45.3% | +39.1% | +58.1% |
| 1Y | +235.4% | +121.7% | +113.7% | +150.3% |
| All | +668.0% | +506.5% | +161.4% | +315.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling