+299.0%
TSEM vs IBN
+73.5%
+225.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.3% | -7.0% |
| 7D | +7.0% | +1.9% | +5.1% | +6.4% |
| 30D | -29.8% | +22.1% | -51.9% | -34.0% |
| 3M | -41.9% | +17.1% | -59.0% | -44.7% |
| 6M | -45.8% | +35.5% | -81.3% | -50.9% |
| YTD | +25.1% | +16.8% | +8.3% | +18.5% |
| 1Y | +48.2% | +12.4% | +35.8% | +42.0% |
| 3Y | +476.5% | +58.0% | +418.4% | +380.2% |
| All | +299.0% | +73.5% | +225.6% | +224.9% |
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