+786.5%
TSEM vs SMTC
+333.2%
+453.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.1% | -2.9% | -5.2% |
| 7D | +7.0% | +11.0% | -4.1% | +2.4% |
| 30D | -29.8% | -28.5% | -1.3% | -18.9% |
| 3M | -41.9% | -14.2% | -27.7% | -38.4% |
| 6M | -45.8% | -18.0% | -27.8% | -40.4% |
| YTD | +25.1% | +55.5% | -30.4% | +8.7% |
| 1Y | +48.2% | +69.5% | -21.3% | +24.7% |
| 3Y | +476.5% | +699.7% | -223.2% | +139.1% |
| 5Y | +301.4% | +27.4% | +274.0% | +230.7% |
| All | +786.5% | +333.2% | +453.2% | +357.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling