+9.1%
TSEM vs HDB
+4,291.4%
-4,282.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.5% | +7.6% |
| 7D | +6.8% | +6.9% | -0.2% | +4.6% |
| 30D | -26.6% | +15.2% | -41.9% | -30.1% |
| 3M | -36.3% | +11.7% | -48.1% | -38.8% |
| 6M | -30.6% | +7.5% | -38.1% | -32.8% |
| YTD | +35.3% | -28.8% | +64.1% | +48.3% |
| 1Y | +59.2% | -29.1% | +88.3% | +74.5% |
| 3Y | +547.7% | -7.0% | +554.7% | +540.7% |
| 5Y | +337.5% | -22.1% | +359.6% | +348.5% |
| 10Y | +887.4% | +64.9% | +822.5% | +672.3% |
| All | +9.1% | +4,291.4% | -4,282.4% | -62.7% |
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 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