+299.0%
TSEM vs SMTC
+26.3%
+272.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.1% | -2.9% | -5.3% |
| 7D | +7.0% | +11.0% | -4.1% | +2.7% |
| 30D | -29.8% | -28.5% | -1.3% | -19.8% |
| 3M | -41.9% | -14.2% | -27.7% | -38.4% |
| 6M | -45.8% | -18.0% | -27.8% | -40.6% |
| YTD | +25.1% | +55.5% | -30.4% | +13.5% |
| 1Y | +48.2% | +69.5% | -21.3% | +31.2% |
| 3Y | +476.5% | +699.7% | -223.2% | +243.2% |
| All | +299.0% | +26.3% | +272.7% | +320.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling