+253.1%
TSEM vs OMC
+9.8%
+243.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.5% | +10.3% | +6.8% |
| 7D | +6.9% | -6.4% | +13.3% | +4.3% |
| 30D | +5.3% | +1.1% | +4.2% | +5.9% |
| 3M | -14.9% | +10.4% | -25.3% | -11.0% |
| 6M | +80.0% | -1.7% | +81.7% | +85.3% |
| YTD | +89.4% | +4.4% | +84.9% | +98.5% |
| 1Y | +253.1% | +8.4% | +244.6% | +271.6% |
| All | +253.1% | +9.8% | +243.3% | +271.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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