+31.2%
TSEM vs SBAC
+2,232.4%
-2,201.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.6% | -3.2% |
| 7D | -9.5% | +3.6% | -13.1% | -10.1% |
| 30D | -35.5% | +4.9% | -40.4% | -36.1% |
| 3M | -41.6% | +6.5% | -48.0% | -42.4% |
| 6M | -30.1% | -11.1% | -18.9% | -29.5% |
| YTD | +25.7% | +0.9% | +24.8% | +23.3% |
| 1Y | +50.5% | -1.6% | +52.0% | +48.2% |
| 3Y | +501.7% | -7.0% | +508.7% | +487.7% |
| 5Y | +310.9% | -39.2% | +350.1% | +326.3% |
| 10Y | +849.8% | +111.4% | +738.4% | +687.3% |
| All | +31.2% | +2,232.4% | -2,201.2% | -18.8% |
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