+48.2%
TSEM vs SBAC
-2.9%
+51.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.5% | -8.4% | -6.5% |
| 7D | +7.0% | +0.6% | +6.3% | +7.2% |
| 30D | -29.8% | +5.5% | -35.2% | -28.4% |
| 3M | -41.9% | +3.1% | -45.0% | -41.4% |
| 6M | -45.8% | -7.0% | -38.7% | -45.5% |
| YTD | +25.1% | +0.5% | +24.6% | +26.6% |
| 1Y | +48.2% | +0.2% | +48.0% | +50.4% |
| All | +48.2% | -2.9% | +51.2% | +50.4% |
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