+12.9%
TSEM vs IBB
+560.8%
-547.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.9% | +8.7% | +8.4% |
| 7D | +6.9% | +1.4% | +5.5% | +5.9% |
| 30D | +5.3% | +10.5% | -5.2% | -1.2% |
| 3M | -14.9% | +23.6% | -38.5% | -25.7% |
| 6M | +80.0% | +22.6% | +57.4% | +58.1% |
| YTD | +89.4% | +25.7% | +63.7% | +63.7% |
| 1Y | +253.1% | +51.4% | +201.7% | +172.8% |
| 3Y | +642.1% | +64.4% | +577.7% | +444.2% |
| 5Y | +659.1% | +22.1% | +637.0% | +550.1% |
| 10Y | +1,291.4% | +132.5% | +1,158.9% | +707.0% |
| All | +12.9% | +560.8% | -547.9% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling