+97.6%
TSEM vs SBAC
+2,208.1%
-2,110.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.1% | +8.9% | +8.0% |
| 7D | +6.9% | -0.8% | +7.7% | +7.0% |
| 30D | +5.3% | +6.9% | -1.6% | +4.1% |
| 3M | -14.9% | -8.2% | -6.7% | -14.2% |
| 6M | +80.0% | -1.6% | +81.7% | +78.3% |
| YTD | +89.4% | -0.1% | +89.5% | +86.6% |
| 1Y | +253.1% | -0.5% | +253.5% | +247.9% |
| 3Y | +642.1% | -9.1% | +651.2% | +628.7% |
| 5Y | +659.1% | -43.8% | +702.9% | +700.0% |
| 10Y | +1,291.4% | +80.5% | +1,210.8% | +1,086.4% |
| All | +97.6% | +2,208.1% | -2,110.5% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling