+253.1%
TSEM vs HUM
+31.0%
+222.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.2% | +9.1% | +7.9% |
| 7D | +6.9% | +4.2% | +2.7% | +6.7% |
| 30D | +5.3% | +10.4% | -5.1% | +5.1% |
| 3M | -14.9% | +15.1% | -30.0% | -14.2% |
| 6M | +80.0% | +120.9% | -40.9% | +87.4% |
| YTD | +89.4% | +57.9% | +31.4% | +90.1% |
| 1Y | +253.1% | +30.6% | +222.5% | +263.0% |
| All | +253.1% | +31.0% | +222.1% | +263.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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