+80.5%
TSEM vs MSCI
+17.3%
+63.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.4% | -14.1% | -5.6% |
| 7D | -23.1% | +11.5% | -34.6% | -17.9% |
| 30D | -40.4% | +22.1% | -62.5% | -33.2% |
| 3M | -37.9% | +18.4% | -56.3% | -31.3% |
| 6M | -30.8% | +16.6% | -47.4% | -23.7% |
| YTD | +26.7% | +18.8% | +7.9% | +43.1% |
| 1Y | +80.5% | +19.0% | +61.5% | +102.9% |
| All | +80.5% | +17.3% | +63.2% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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