+644.7%
TSEM vs IBN
+54.0%
+590.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.9% |
| 7D | +4.7% | -5.1% | +9.8% | +6.5% |
| 30D | -14.2% | -3.5% | -10.7% | -13.2% |
| 3M | -5.0% | +11.3% | -16.4% | -8.6% |
| 6M | +87.6% | +4.4% | +83.1% | +84.2% |
| YTD | +84.4% | -1.8% | +86.2% | +84.3% |
| 1Y | +235.4% | -8.0% | +243.4% | +240.8% |
| 3Y | +668.0% | +27.1% | +640.9% | +582.8% |
| 5Y | +644.7% | +54.5% | +590.2% | +510.1% |
| All | +644.7% | +54.0% | +590.7% | +510.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling