-58.8%
TSEM vs IBN
+1,532.9%
-1,591.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.7% | +8.6% | +8.0% |
| 7D | +6.9% | +1.4% | +5.5% | +6.5% |
| 30D | +5.3% | -0.3% | +5.6% | +5.4% |
| 3M | -14.9% | +17.1% | -32.0% | -18.6% |
| 6M | +80.0% | +3.4% | +76.6% | +78.3% |
| YTD | +89.4% | +2.5% | +86.8% | +87.7% |
| 1Y | +253.1% | -4.2% | +257.2% | +255.4% |
| 3Y | +642.1% | +32.4% | +609.7% | +578.5% |
| 5Y | +659.1% | +59.2% | +599.9% | +553.2% |
| 10Y | +1,291.4% | +345.7% | +945.7% | +760.4% |
| All | -58.8% | +1,532.9% | -1,591.7% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling