+617.0%
TSEM vs HBM
+336.0%
+281.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.5% | +3.6% | -2.0% |
| 7D | +0.9% | -3.7% | +4.7% | +1.8% |
| 30D | -16.6% | -3.7% | -13.0% | -16.0% |
| 3M | -10.9% | +8.0% | -18.9% | -12.7% |
| 6M | +78.0% | +15.8% | +62.2% | +71.0% |
| YTD | +77.2% | +34.4% | +42.8% | +63.3% |
| 1Y | +207.6% | +98.2% | +109.4% | +160.8% |
| 3Y | +637.8% | +476.6% | +161.3% | +412.1% |
| 5Y | +617.0% | +331.1% | +285.9% | +405.6% |
| All | +617.0% | +336.0% | +281.0% | +405.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling