+80.5%
TSEM vs OMC
+24.5%
+55.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.2% | -14.0% | -6.0% |
| 7D | -23.1% | +12.5% | -35.6% | -18.0% |
| 30D | -40.4% | +16.3% | -56.7% | -35.3% |
| 3M | -37.9% | +8.1% | -45.9% | -34.5% |
| 6M | -30.8% | +17.2% | -48.0% | -23.9% |
| YTD | +26.7% | +11.8% | +15.0% | +40.3% |
| 1Y | +80.5% | +23.9% | +56.5% | +105.1% |
| All | +80.5% | +24.5% | +55.9% | +105.1% |
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