+786.5%
TSEM vs HSY
+128.6%
+657.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.5% | -7.0% |
| 7D | +7.0% | -2.1% | +9.1% | +7.0% |
| 30D | -29.8% | +6.1% | -35.9% | -30.1% |
| 3M | -41.9% | -5.6% | -36.3% | -41.7% |
| 6M | -45.8% | -9.5% | -36.2% | -45.3% |
| YTD | +25.1% | -2.1% | +27.2% | +24.8% |
| 1Y | +48.2% | +0.8% | +47.5% | +47.1% |
| 3Y | +476.5% | -2.1% | +478.6% | +468.1% |
| 5Y | +301.4% | +11.2% | +290.2% | +279.2% |
| All | +786.5% | +128.6% | +657.9% | +749.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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