+80.5%
TSEM vs ROKU
+53.8%
+26.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.5% | -10.2% | -9.0% |
| 7D | -23.1% | +4.8% | -27.9% | -23.8% |
| 30D | -40.4% | +6.1% | -46.5% | -41.1% |
| 3M | -37.9% | +10.5% | -48.4% | -39.2% |
| 6M | -30.8% | +29.2% | -60.0% | -35.0% |
| YTD | +26.7% | +50.0% | -23.3% | +16.1% |
| 1Y | +80.5% | +53.4% | +27.1% | +72.7% |
| All | +80.5% | +53.8% | +26.7% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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