+80.5%
TSEM vs SMTC
+70.8%
+9.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -12.9% | +4.2% | +0.8% |
| 7D | -23.1% | -24.5% | +1.4% | -5.3% |
| 30D | -40.4% | -42.5% | +2.1% | -11.0% |
| 3M | -37.9% | -14.1% | -23.8% | -33.5% |
| 6M | -30.8% | +3.6% | -34.4% | -33.4% |
| YTD | +26.7% | +50.6% | -23.9% | -5.5% |
| 1Y | +80.5% | +72.2% | +8.2% | +24.0% |
| All | +80.5% | +70.8% | +9.6% | +24.0% |
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