+679.5%
TSEM vs IBN
+29.3%
+650.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.4% |
| 7D | +10.4% | -2.2% | +12.6% | +11.1% |
| 30D | -12.9% | -2.3% | -10.7% | -12.4% |
| 3M | -9.2% | +15.9% | -25.0% | -13.2% |
| 6M | +98.8% | +5.6% | +93.2% | +94.4% |
| YTD | +87.2% | -0.1% | +87.3% | +85.1% |
| 1Y | +239.0% | -6.5% | +245.5% | +239.0% |
| 3Y | +679.5% | +29.3% | +650.2% | +607.2% |
| All | +679.5% | +29.3% | +650.2% | +607.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling