+253.1%
TSEM vs INDA
-5.0%
+258.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.9% | +7.9% |
| 7D | +6.9% | +0.7% | +6.2% | +6.1% |
| 30D | +5.3% | -0.8% | +6.1% | +6.2% |
| 3M | -14.9% | +3.9% | -18.9% | -17.6% |
| 6M | +80.0% | -0.7% | +80.7% | +73.9% |
| YTD | +89.4% | -7.7% | +97.0% | +89.3% |
| 1Y | +253.1% | -5.1% | +258.2% | +246.6% |
| All | +253.1% | -5.0% | +258.1% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling