+1,282.5%
TSEM vs INDA
+84.7%
+1,197.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.0% |
| 7D | -4.9% | -2.7% | -2.2% | -3.1% |
| 30D | -18.7% | -2.8% | -16.0% | -17.2% |
| 3M | -18.1% | +1.6% | -19.8% | -18.9% |
| 6M | +77.1% | -1.4% | +78.5% | +79.6% |
| YTD | +80.1% | -10.1% | +90.3% | +93.4% |
| 1Y | +220.4% | -8.8% | +229.2% | +240.5% |
| 3Y | +650.1% | +7.6% | +642.5% | +620.8% |
| 5Y | +628.9% | +5.8% | +623.1% | +604.0% |
| All | +1,282.5% | +84.7% | +1,197.8% | +910.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling