+1,282.5%
TSEM vs HDB
+42.1%
+1,240.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.9% | -5.2% | -0.5% |
| 7D | -4.9% | +0.7% | -5.6% | -5.1% |
| 30D | -18.7% | +1.0% | -19.7% | -19.1% |
| 3M | -18.1% | -2.0% | -16.1% | -18.2% |
| 6M | +77.1% | -18.1% | +95.2% | +87.2% |
| YTD | +80.1% | -36.1% | +116.3% | +106.1% |
| 1Y | +220.4% | -34.0% | +254.4% | +261.7% |
| 3Y | +650.1% | -26.7% | +676.8% | +701.6% |
| 5Y | +628.9% | -33.9% | +662.8% | +692.1% |
| All | +1,282.5% | +42.1% | +1,240.4% | +1,068.3% |
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