+253.1%
TSEM vs JBL
+52.3%
+200.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.5% | +6.3% | +6.4% |
| 7D | +6.9% | +3.0% | +3.9% | +3.9% |
| 30D | +5.3% | -8.3% | +13.6% | +13.9% |
| 3M | -14.9% | -16.9% | +2.0% | +1.9% |
| 6M | +80.0% | +21.8% | +58.3% | +54.1% |
| YTD | +89.4% | +36.3% | +53.0% | +47.7% |
| 1Y | +253.1% | +49.5% | +203.6% | +159.9% |
| All | +253.1% | +52.3% | +200.7% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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