+667.3%
TSEM vs SBAC
-43.9%
+711.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +10.4% | -0.1% | +10.5% | +10.4% |
| 30D | -12.9% | +3.2% | -16.2% | -12.9% |
| 3M | -9.2% | -5.1% | -4.1% | -9.0% |
| 6M | +98.8% | -2.1% | +100.9% | +98.2% |
| YTD | +87.2% | -0.5% | +87.7% | +86.6% |
| 1Y | +239.0% | +1.1% | +237.8% | +237.6% |
| 3Y | +679.5% | -7.4% | +686.9% | +668.9% |
| 5Y | +667.3% | -44.3% | +711.6% | +737.5% |
| All | +667.3% | -43.9% | +711.2% | +737.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling