+786.5%
TSEM vs HIG
+261.7%
+524.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.4% | -7.0% |
| 7D | +7.0% | +2.6% | +4.3% | +6.3% |
| 30D | -29.8% | +4.2% | -34.0% | -30.7% |
| 3M | -41.9% | +0.2% | -42.1% | -42.3% |
| 6M | -45.8% | +4.6% | -50.4% | -47.1% |
| YTD | +25.1% | +1.1% | +24.0% | +22.6% |
| 1Y | +48.2% | +4.7% | +43.6% | +43.8% |
| 3Y | +476.5% | +95.5% | +381.0% | +358.9% |
| 5Y | +301.4% | +111.7% | +189.8% | +207.3% |
| All | +786.5% | +261.7% | +524.8% | +478.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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