+644.7%
TSEM vs OMC
+29.1%
+615.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.1% |
| 7D | +4.7% | -4.2% | +9.0% | +5.2% |
| 30D | -14.2% | -7.5% | -6.7% | -13.6% |
| 3M | -5.0% | +4.6% | -9.7% | -6.8% |
| 6M | +87.6% | -4.8% | +92.4% | +87.6% |
| YTD | +84.4% | -1.0% | +85.5% | +82.1% |
| 1Y | +235.4% | +3.8% | +231.6% | +224.2% |
| 3Y | +668.0% | +10.2% | +657.8% | +617.2% |
| 5Y | +644.7% | +29.7% | +615.0% | +535.0% |
| All | +644.7% | +29.1% | +615.7% | +535.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling