-36.7%
TSEM vs IBB
+24.7%
-61.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.2% |
| 7D | -17.5% | -1.8% | -15.7% | -16.5% |
| 30D | -44.7% | +5.1% | -49.7% | -44.5% |
| 3M | -38.9% | +10.7% | -49.6% | -39.8% |
| 6M | -36.7% | +22.9% | -59.6% | -42.3% |
| All | -36.7% | +24.7% | -61.4% | -42.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling