+80.5%
TSEM vs HTZ
-60.6%
+141.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +9.2% | -17.9% | -10.5% |
| 7D | -23.1% | +18.9% | -42.1% | -25.8% |
| 30D | -40.4% | +26.3% | -66.6% | -43.5% |
| 3M | -37.9% | +49.7% | -87.5% | -44.1% |
| 6M | -30.8% | -61.1% | +30.3% | -20.5% |
| YTD | +26.7% | -56.0% | +82.8% | +44.2% |
| 1Y | +80.5% | -66.4% | +146.9% | +116.9% |
| All | +80.5% | -60.6% | +141.1% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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