+617.0%
TSEM vs HIG
+118.8%
+498.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -3.9% |
| 7D | +0.9% | -2.3% | +3.2% | +1.2% |
| 30D | -16.6% | -1.2% | -15.4% | -16.5% |
| 3M | -10.9% | +6.3% | -17.2% | -12.3% |
| 6M | +78.0% | +0.6% | +77.4% | +77.1% |
| YTD | +77.2% | +0.6% | +76.6% | +76.0% |
| 1Y | +207.6% | +6.1% | +201.5% | +201.1% |
| 3Y | +637.8% | +102.0% | +535.9% | +504.3% |
| 5Y | +617.0% | +119.2% | +497.8% | +454.1% |
| All | +617.0% | +118.8% | +498.2% | +454.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling