+786.5%
TSEM vs SBAC
+114.8%
+671.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.5% | -8.4% | -7.1% |
| 7D | +7.0% | +0.6% | +6.3% | +6.9% |
| 30D | -29.8% | +5.5% | -35.2% | -30.3% |
| 3M | -41.9% | +3.1% | -45.0% | -42.3% |
| 6M | -45.8% | -7.0% | -38.7% | -45.6% |
| YTD | +25.1% | +0.5% | +24.6% | +23.0% |
| 1Y | +48.2% | +0.2% | +48.0% | +45.8% |
| 3Y | +476.5% | -7.4% | +483.8% | +461.1% |
| 5Y | +301.4% | -39.7% | +341.2% | +332.1% |
| All | +786.5% | +114.8% | +671.7% | +550.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling