+59.2%
TSEM vs HTZ
-73.6%
+132.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +9.3% | -1.7% | +5.6% |
| 7D | +6.8% | -27.4% | +34.2% | +14.0% |
| 30D | -26.6% | -11.4% | -15.3% | -25.4% |
| 3M | -36.3% | -33.1% | -3.3% | -31.9% |
| 6M | -30.6% | -73.5% | +42.9% | -12.5% |
| YTD | +35.3% | -68.1% | +103.4% | +64.7% |
| 1Y | +59.2% | -74.3% | +133.5% | +114.6% |
| All | +59.2% | -73.6% | +132.8% | +114.6% |
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