+471.3%
TSEM vs IBB
+78.6%
+392.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +3.6% |
| 7D | -17.5% | -1.8% | -15.7% | -16.2% |
| 30D | -44.7% | +5.1% | -49.7% | -46.3% |
| 3M | -38.9% | +10.7% | -49.6% | -43.4% |
| 6M | -36.7% | +22.9% | -59.6% | -46.4% |
| YTD | +17.0% | +26.7% | -9.7% | -3.4% |
| 1Y | +62.8% | +35.1% | +27.7% | +27.8% |
| 3Y | +471.3% | +80.2% | +391.1% | +264.7% |
| All | +471.3% | +78.6% | +392.7% | +264.7% |
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