+644.7%
TSEM vs JD
-60.9%
+705.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.1% |
| 7D | +4.7% | -3.0% | +7.7% | +5.2% |
| 30D | -14.2% | -19.3% | +5.1% | -11.6% |
| 3M | -5.0% | -6.0% | +1.0% | -4.4% |
| 6M | +87.6% | +1.8% | +85.8% | +87.4% |
| YTD | +84.4% | -2.6% | +87.0% | +85.1% |
| 1Y | +235.4% | -17.4% | +252.8% | +243.4% |
| 3Y | +668.0% | -8.6% | +676.6% | +661.9% |
| 5Y | +644.7% | -61.6% | +706.3% | +718.0% |
| All | +644.7% | -60.9% | +705.6% | +718.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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