+668.0%
TSEM vs SMTC
+565.9%
+102.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | +4.7% | +22.5% | -17.8% | -4.2% |
| 30D | -14.2% | +24.9% | -39.1% | -22.5% |
| 3M | -5.0% | +4.1% | -9.1% | -6.7% |
| 6M | +87.6% | +92.6% | -5.0% | +49.6% |
| YTD | +84.4% | +122.5% | -38.0% | +41.5% |
| 1Y | +235.4% | +166.2% | +69.2% | +143.3% |
| All | +668.0% | +565.9% | +102.1% | +313.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling