+11.3%
TSEM vs OMC
+2,539.5%
-2,528.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.5% | +10.3% | +8.7% |
| 7D | +6.9% | -6.4% | +13.3% | +9.2% |
| 30D | +5.3% | +1.1% | +4.2% | +4.5% |
| 3M | -14.9% | +10.4% | -25.3% | -19.5% |
| 6M | +80.0% | -1.7% | +81.7% | +76.6% |
| YTD | +89.4% | +4.4% | +84.9% | +78.7% |
| 1Y | +253.1% | +8.4% | +244.6% | +225.1% |
| 3Y | +642.1% | +14.4% | +627.7% | +558.1% |
| 5Y | +659.1% | +33.9% | +625.2% | +513.5% |
| 10Y | +1,291.4% | +34.9% | +1,256.5% | +961.5% |
| All | +11.3% | +2,539.5% | -2,528.1% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling