-33.5%
TSEM vs HDB
+4.3%
-37.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.7% | +8.2% | +10.7% |
| 7D | -2.0% | +13.7% | -15.7% | -2.7% |
| 30D | -33.4% | +15.8% | -49.3% | -34.2% |
| 3M | -39.7% | +9.2% | -48.9% | -39.7% |
| All | -33.5% | +4.3% | -37.8% | -37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling