+1,282.5%
TSEM vs IBN
+324.2%
+958.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.1% |
| 7D | -4.9% | -3.0% | -1.9% | -4.0% |
| 30D | -18.7% | -1.5% | -17.2% | -18.4% |
| 3M | -18.1% | +7.9% | -26.0% | -20.2% |
| 6M | +77.1% | +8.6% | +68.5% | +72.4% |
| YTD | +80.1% | -0.6% | +80.7% | +79.8% |
| 1Y | +220.4% | -7.3% | +227.7% | +225.8% |
| 3Y | +650.1% | +26.2% | +623.9% | +584.4% |
| 5Y | +628.9% | +57.8% | +571.0% | +511.7% |
| All | +1,282.5% | +324.2% | +958.3% | +807.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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