+1,326.7%
TSEM vs IBB
+122.2%
+1,204.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.9% |
| 7D | +4.7% | -3.9% | +8.6% | +7.4% |
| 30D | -14.2% | +2.7% | -17.0% | -16.3% |
| 3M | -5.0% | +21.4% | -26.4% | -17.5% |
| 6M | +87.6% | +20.1% | +67.5% | +64.2% |
| YTD | +84.4% | +21.9% | +62.6% | +59.8% |
| 1Y | +235.4% | +44.1% | +191.3% | +159.7% |
| 3Y | +668.0% | +63.4% | +604.6% | +444.2% |
| 5Y | +644.7% | +19.8% | +625.0% | +542.3% |
| 10Y | +1,326.7% | +127.0% | +1,199.7% | +739.5% |
| All | +1,326.7% | +122.2% | +1,204.4% | +739.5% |
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