+80.5%
TSEM vs SBAC
+2.4%
+78.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.8% | -14.6% | -7.3% |
| 7D | -23.1% | +5.8% | -28.9% | -21.9% |
| 30D | -40.4% | +20.8% | -61.2% | -37.9% |
| 3M | -37.9% | +4.8% | -42.6% | -37.3% |
| 6M | -30.8% | -9.1% | -21.7% | -29.7% |
| YTD | +26.7% | +3.1% | +23.7% | +31.3% |
| 1Y | +80.5% | +2.2% | +78.3% | +90.8% |
| All | +80.5% | +2.4% | +78.1% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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