+80.5%
TSEM vs HRB
+16.9%
+63.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.4% | -13.1% | -6.8% |
| 7D | -23.1% | +16.0% | -39.2% | -17.6% |
| 30D | -40.4% | +32.1% | -72.4% | -32.3% |
| 3M | -37.9% | +21.5% | -59.4% | -31.3% |
| 6M | -30.8% | +82.1% | -112.9% | -10.9% |
| YTD | +26.7% | +31.6% | -4.9% | +52.1% |
| 1Y | +80.5% | +15.9% | +64.6% | +108.9% |
| All | +80.5% | +16.9% | +63.6% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling