+207.6%
TSEM vs HSY
-3.8%
+211.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.2% | -3.5% |
| 7D | +0.9% | -0.4% | +1.3% | +0.8% |
| 30D | -16.6% | -3.4% | -13.2% | -17.4% |
| 3M | -10.9% | -0.5% | -10.4% | -10.4% |
| 6M | +78.0% | -19.1% | +97.2% | +83.0% |
| YTD | +77.2% | -2.1% | +79.3% | +86.7% |
| 1Y | +207.6% | -3.2% | +210.8% | +217.1% |
| All | +207.6% | -3.8% | +211.3% | +217.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling