+253.1%
TSEM vs SNY
+2.0%
+251.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.2% | +8.0% | +7.8% |
| 7D | +6.9% | -1.3% | +8.2% | +6.6% |
| 30D | +5.3% | +3.4% | +1.9% | +5.8% |
| 3M | -14.9% | -0.3% | -14.6% | -14.2% |
| 6M | +80.0% | +1.0% | +79.0% | +79.7% |
| YTD | +89.4% | -3.6% | +93.0% | +90.0% |
| 1Y | +253.1% | +3.0% | +250.1% | +246.9% |
| All | +253.1% | +2.0% | +251.0% | +246.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling