-45.8%
TSEM vs SBAC
-9.3%
-36.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.5% | -8.4% | -6.0% |
| 7D | +7.0% | +0.6% | +6.3% | +7.5% |
| 30D | -29.8% | +5.5% | -35.2% | -26.7% |
| 3M | -41.9% | +3.1% | -45.0% | -41.7% |
| 6M | -45.8% | -7.0% | -38.7% | -50.6% |
| All | -45.8% | -9.3% | -36.5% | -50.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling