+617.0%
TSEM vs INDA
+4.5%
+612.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.8% | -3.0% |
| 7D | +0.9% | -3.6% | +4.6% | +4.1% |
| 30D | -16.6% | -4.0% | -12.7% | -13.8% |
| 3M | -10.9% | +1.7% | -12.6% | -11.9% |
| 6M | +78.0% | -3.6% | +81.7% | +83.8% |
| YTD | +77.2% | -11.0% | +88.2% | +94.0% |
| 1Y | +207.6% | -9.5% | +217.1% | +231.9% |
| 3Y | +637.8% | +7.6% | +630.2% | +598.9% |
| 5Y | +617.0% | +4.8% | +612.2% | +617.8% |
| All | +617.0% | +4.5% | +612.5% | +617.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling