+400.1%
TSEM vs HTZ
-93.2%
+493.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.6% | -4.4% | -6.7% |
| 7D | +7.0% | -8.5% | +15.5% | +7.9% |
| 30D | -29.8% | -18.9% | -10.9% | -28.5% |
| 3M | -41.9% | -36.0% | -5.9% | -39.6% |
| 6M | -45.8% | -74.6% | +28.8% | -40.1% |
| YTD | +25.1% | -70.8% | +95.9% | +36.3% |
| 1Y | +48.2% | -75.3% | +123.5% | +63.2% |
| 3Y | +476.5% | -81.6% | +558.1% | +524.7% |
| 5Y | +301.4% | -94.4% | +395.9% | +380.2% |
| All | +400.1% | -93.2% | +493.3% | +507.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling