+10.0%
TSEM vs JBL
+55,959.9%
-55,949.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +10.4% | +4.4% | +6.0% | +9.2% |
| 30D | -12.9% | -8.4% | -4.5% | -10.9% |
| 3M | -9.2% | -14.2% | +5.0% | -4.8% |
| 6M | +98.8% | +29.6% | +69.2% | +89.4% |
| YTD | +87.2% | +37.1% | +50.1% | +76.3% |
| 1Y | +239.0% | +49.5% | +189.5% | +213.3% |
| 3Y | +679.5% | +192.7% | +486.8% | +506.9% |
| 5Y | +667.3% | +411.3% | +255.9% | +417.6% |
| 10Y | +1,301.0% | +1,447.6% | -146.6% | +636.5% |
| All | +10.0% | +55,959.9% | -55,949.8% | -67.8% |
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