+11.3%
TSEM vs HSY
+2,875.7%
-2,864.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.1% | +8.9% | +7.9% |
| 7D | +6.9% | -3.3% | +10.2% | +7.2% |
| 30D | +5.3% | -2.8% | +8.1% | +5.5% |
| 3M | -14.9% | -4.5% | -10.4% | -14.9% |
| 6M | +80.0% | -24.2% | +104.2% | +84.6% |
| YTD | +89.4% | -2.7% | +92.1% | +88.9% |
| 1Y | +253.1% | -3.7% | +256.8% | +252.2% |
| 3Y | +642.1% | -11.5% | +653.6% | +642.1% |
| 5Y | +659.1% | +10.3% | +648.8% | +636.5% |
| 10Y | +1,291.4% | +122.1% | +1,169.2% | +1,152.9% |
| All | +11.3% | +2,875.7% | -2,864.4% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling