+609.1%
TSEM vs ONON
-23.0%
+632.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.4% | -0.7% |
| 7D | +10.4% | -1.7% | +12.1% | +10.7% |
| 30D | -12.9% | -27.4% | +14.4% | -8.3% |
| 3M | -9.2% | -26.5% | +17.3% | -5.2% |
| 6M | +98.8% | -34.2% | +133.0% | +111.0% |
| YTD | +87.2% | -41.3% | +128.5% | +102.6% |
| 1Y | +239.0% | -39.7% | +278.6% | +263.3% |
| 3Y | +679.5% | -7.8% | +687.3% | +682.8% |
| All | +609.1% | -23.0% | +632.1% | +597.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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