+617.0%
TSEM vs JBL
+390.6%
+226.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.2% | -2.4% |
| 7D | +0.9% | -1.0% | +1.9% | +1.6% |
| 30D | -16.6% | -15.1% | -1.6% | -8.8% |
| 3M | -10.9% | -14.0% | +3.1% | -2.2% |
| 6M | +78.0% | +20.6% | +57.4% | +68.0% |
| YTD | +77.2% | +32.9% | +44.3% | +60.9% |
| 1Y | +207.6% | +40.5% | +167.0% | +173.4% |
| 3Y | +637.8% | +183.7% | +454.1% | +406.1% |
| 5Y | +617.0% | +388.3% | +228.6% | +308.3% |
| All | +617.0% | +390.6% | +226.4% | +308.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling