+253.1%
TSEM vs SMTC
+154.8%
+98.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +9.2% | -1.4% | +1.3% |
| 7D | +6.9% | +12.7% | -5.9% | -1.8% |
| 30D | +5.3% | +22.0% | -16.7% | -10.3% |
| 3M | -14.9% | -12.7% | -2.2% | -7.9% |
| 6M | +80.0% | +64.8% | +15.3% | +30.1% |
| YTD | +89.4% | +100.7% | -11.3% | +26.6% |
| 1Y | +253.1% | +146.9% | +106.2% | +127.1% |
| All | +253.1% | +154.8% | +98.3% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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