-26.5%
TSEM vs JBL
+45,535.1%
-45,561.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.8% | -6.4% |
| 7D | +7.0% | +6.3% | +0.6% | +5.5% |
| 30D | -29.8% | -13.5% | -16.3% | -26.5% |
| 3M | -41.9% | -31.3% | -10.6% | -35.4% |
| 6M | -45.8% | -28.4% | -17.3% | -39.8% |
| YTD | +25.1% | +11.6% | +13.5% | +25.3% |
| 1Y | +48.2% | +26.1% | +22.1% | +44.4% |
| 3Y | +476.5% | +97.4% | +379.1% | +401.1% |
| 5Y | +301.4% | +301.0% | +0.5% | +190.6% |
| 10Y | +812.9% | +1,151.1% | -338.2% | +411.5% |
| All | -26.5% | +45,535.1% | -45,561.6% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling