+637.8%
TSEM vs INDA
+6.8%
+631.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.8% | -2.8% |
| 7D | +0.9% | -3.6% | +4.6% | +4.6% |
| 30D | -16.6% | -4.0% | -12.7% | -13.3% |
| 3M | -10.9% | +1.7% | -12.6% | -11.9% |
| 6M | +78.0% | -3.6% | +81.7% | +84.0% |
| YTD | +77.2% | -11.0% | +88.2% | +95.3% |
| 1Y | +207.6% | -9.5% | +217.1% | +233.4% |
| All | +637.8% | +6.8% | +631.0% | +577.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling