+476.5%
TSEM vs IBB
+86.1%
+390.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.6% |
| 7D | +7.0% | -0.5% | +7.5% | +7.6% |
| 30D | -29.8% | +4.6% | -34.3% | -31.4% |
| 3M | -41.9% | +6.8% | -48.8% | -44.8% |
| 6M | -45.8% | +23.1% | -68.9% | -54.1% |
| YTD | +25.1% | +26.0% | -0.9% | +3.8% |
| 1Y | +48.2% | +30.4% | +17.9% | +19.4% |
| 3Y | +476.5% | +85.4% | +391.1% | +237.1% |
| All | +476.5% | +86.1% | +390.4% | +237.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling