+865.7%
TSEM vs IBB
+139.6%
+726.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.8% | +8.1% | +9.0% |
| 7D | -2.0% | +2.7% | -4.7% | -3.4% |
| 30D | -33.4% | +6.3% | -39.7% | -36.0% |
| 3M | -39.7% | +11.1% | -50.7% | -44.2% |
| 6M | -27.8% | +29.2% | -57.1% | -40.2% |
| YTD | +29.7% | +30.2% | -0.5% | +7.0% |
| 1Y | +81.1% | +39.5% | +41.7% | +42.5% |
| 3Y | +529.3% | +92.3% | +437.0% | +295.4% |
| 5Y | +315.0% | +43.0% | +272.0% | +214.1% |
| 10Y | +865.7% | +137.1% | +728.6% | +424.0% |
| All | +865.7% | +139.6% | +726.1% | +424.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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