+1,282.5%
TSEM vs SMTC
+548.2%
+734.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | -0.5% |
| 7D | -4.9% | +13.1% | -18.0% | -9.9% |
| 30D | -18.7% | +19.5% | -38.2% | -25.1% |
| 3M | -18.1% | +2.2% | -20.4% | -18.8% |
| 6M | +77.1% | +94.9% | -17.8% | +38.1% |
| YTD | +80.1% | +127.0% | -46.8% | +33.4% |
| 1Y | +220.4% | +174.6% | +45.8% | +120.2% |
| 3Y | +650.1% | +615.9% | +34.1% | +211.7% |
| 5Y | +628.9% | +125.6% | +503.3% | +363.8% |
| All | +1,282.5% | +548.2% | +734.3% | +461.2% |
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