+786.5%
TSEM vs HDB
+63.5%
+723.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.4% | -7.1% |
| 7D | +7.0% | +2.7% | +4.2% | +6.1% |
| 30D | -29.8% | +14.1% | -43.9% | -33.0% |
| 3M | -41.9% | +11.8% | -53.7% | -44.2% |
| 6M | -45.8% | +8.2% | -53.9% | -47.6% |
| YTD | +25.1% | -29.3% | +54.4% | +38.2% |
| 1Y | +48.2% | -28.8% | +77.0% | +63.2% |
| 3Y | +476.5% | -7.5% | +484.0% | +468.1% |
| 5Y | +301.4% | -23.1% | +324.5% | +313.8% |
| All | +786.5% | +63.5% | +723.0% | +604.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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