+315.0%
TSEM vs HDB
-23.0%
+337.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.7% | +8.2% | +10.3% |
| 7D | -2.0% | +13.7% | -15.7% | -5.0% |
| 30D | -33.4% | +15.8% | -49.3% | -35.9% |
| 3M | -39.7% | +9.2% | -48.9% | -41.1% |
| 6M | -27.8% | +3.2% | -31.0% | -28.8% |
| YTD | +29.7% | -29.4% | +59.1% | +40.2% |
| 1Y | +81.1% | -27.9% | +109.1% | +94.6% |
| 3Y | +529.3% | -5.9% | +535.2% | +516.5% |
| 5Y | +315.0% | -23.5% | +338.5% | +356.7% |
| All | +315.0% | -23.0% | +337.9% | +356.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling