+650.1%
TSEM vs OMC
+10.5%
+639.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.7% |
| 7D | -4.9% | -4.4% | -0.5% | -4.8% |
| 30D | -18.7% | -7.6% | -11.1% | -18.7% |
| 3M | -18.1% | +4.5% | -22.6% | -19.0% |
| 6M | +77.1% | -0.3% | +77.3% | +76.6% |
| YTD | +80.1% | -0.1% | +80.3% | +80.0% |
| 1Y | +220.4% | +4.6% | +215.8% | +213.7% |
| 3Y | +650.1% | +10.5% | +639.6% | +554.8% |
| All | +650.1% | +10.5% | +639.6% | +554.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling