+4.6%
TSEM vs HDB
+4,256.0%
-4,251.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.7% | +8.2% | +10.1% |
| 7D | -2.0% | +13.7% | -15.7% | -5.9% |
| 30D | -33.4% | +15.8% | -49.3% | -36.6% |
| 3M | -39.7% | +9.2% | -48.9% | -41.6% |
| 6M | -27.8% | +3.2% | -31.0% | -29.3% |
| YTD | +29.7% | -29.4% | +59.1% | +42.5% |
| 1Y | +81.1% | -27.9% | +109.1% | +97.6% |
| 3Y | +529.3% | -5.9% | +535.2% | +520.2% |
| 5Y | +315.0% | -23.5% | +338.5% | +327.9% |
| 10Y | +865.7% | +61.3% | +804.4% | +660.3% |
| All | +4.6% | +4,256.0% | -4,251.4% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling