-35.8%
TSEM vs HIG
+980.5%
-1,016.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | -0.7% |
| 7D | +10.4% | -1.1% | +11.5% | +10.6% |
| 30D | -12.9% | -4.9% | -8.0% | -12.1% |
| 3M | -9.2% | +6.8% | -16.0% | -10.8% |
| 6M | +98.8% | -1.7% | +100.5% | +98.0% |
| YTD | +87.2% | -0.2% | +87.4% | +85.6% |
| 1Y | +239.0% | +5.7% | +233.3% | +231.8% |
| 3Y | +679.5% | +100.3% | +579.2% | +566.3% |
| 5Y | +667.3% | +118.5% | +548.8% | +539.0% |
| 10Y | +1,301.0% | +309.7% | +991.3% | +896.7% |
| All | -35.8% | +980.5% | -1,016.3% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling