+5,438.9%
TSEM vs HBM
+462.4%
+4,976.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.3% |
| 7D | +20.5% | +5.1% | +15.5% | +19.2% |
| 30D | -29.0% | -15.8% | -13.1% | -25.4% |
| 3M | -39.4% | -22.4% | -17.0% | -35.1% |
| 6M | -28.5% | -20.2% | -8.3% | -24.0% |
| YTD | +34.4% | +9.0% | +25.4% | +31.0% |
| 1Y | +48.3% | +27.4% | +21.0% | +39.3% |
| 3Y | +543.5% | +424.2% | +119.3% | +324.1% |
| 5Y | +331.4% | +196.1% | +135.3% | +201.0% |
| 10Y | +881.1% | +285.4% | +595.7% | +435.8% |
| All | +5,438.9% | +462.4% | +4,976.6% | +1,598.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling