+253.1%
TSEM vs HUBB
+8.5%
+244.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.1% | +7.7% | +7.7% |
| 7D | +6.9% | +0.5% | +6.3% | +6.3% |
| 30D | +5.3% | -10.0% | +15.3% | +17.1% |
| 3M | -14.9% | -4.8% | -10.2% | -9.7% |
| 6M | +80.0% | -5.6% | +85.6% | +85.5% |
| YTD | +89.4% | +4.7% | +84.7% | +79.3% |
| 1Y | +253.1% | +6.7% | +246.4% | +227.2% |
| All | +253.1% | +8.5% | +244.6% | +227.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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