+476.5%
TSEM vs IBN
+57.3%
+419.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.3% | -7.0% |
| 7D | +7.0% | +1.9% | +5.1% | +6.6% |
| 30D | -29.8% | +22.1% | -51.9% | -32.7% |
| 3M | -41.9% | +17.1% | -59.0% | -43.7% |
| 6M | -45.8% | +35.5% | -81.3% | -49.6% |
| YTD | +25.1% | +16.8% | +8.3% | +20.0% |
| 1Y | +48.2% | +12.4% | +35.8% | +43.1% |
| 3Y | +476.5% | +58.0% | +418.4% | +414.8% |
| All | +476.5% | +57.3% | +419.2% | +414.8% |
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