+644.7%
TSEM vs SMTC
+116.8%
+527.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | +4.7% | +22.5% | -17.8% | -3.3% |
| 30D | -14.2% | +24.9% | -39.1% | -21.6% |
| 3M | -5.0% | +4.1% | -9.1% | -6.3% |
| 6M | +87.6% | +92.6% | -5.0% | +52.8% |
| YTD | +84.4% | +122.5% | -38.0% | +44.9% |
| 1Y | +235.4% | +166.2% | +69.2% | +149.9% |
| 3Y | +668.0% | +577.2% | +90.8% | +327.5% |
| 5Y | +644.7% | +119.0% | +525.8% | +504.2% |
| All | +644.7% | +116.8% | +527.9% | +504.2% |
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 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