+852.7%
TSEM vs IBB
+127.7%
+724.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | +0.9% |
| 7D | +20.5% | +1.6% | +18.9% | +19.4% |
| 30D | -29.0% | +6.7% | -35.7% | -31.8% |
| 3M | -39.4% | +6.3% | -45.7% | -42.2% |
| 6M | -28.5% | +23.9% | -52.4% | -39.0% |
| YTD | +34.4% | +26.6% | +7.9% | +13.1% |
| 1Y | +48.3% | +29.6% | +18.7% | +22.6% |
| 3Y | +543.5% | +86.1% | +457.5% | +313.5% |
| 5Y | +331.4% | +40.3% | +291.1% | +230.4% |
| All | +852.7% | +127.7% | +724.9% | +438.9% |
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