+80.5%
TSEM vs KMX
+35.0%
+45.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.3% | -12.0% | -9.2% |
| 7D | -23.1% | +2.1% | -25.2% | -23.5% |
| 30D | -40.4% | +0.5% | -40.9% | -40.6% |
| 3M | -37.9% | -4.1% | -33.8% | -37.5% |
| 6M | -30.8% | +49.5% | -80.3% | -34.9% |
| YTD | +26.7% | +42.7% | -16.0% | +17.1% |
| 1Y | +80.5% | +35.3% | +45.2% | +67.6% |
| All | +80.5% | +35.0% | +45.5% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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