+80.5%
TSEM vs SNY
+2.7%
+77.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.7% | -13.5% | -6.1% |
| 7D | -23.1% | +12.4% | -35.5% | -18.0% |
| 30D | -40.4% | +20.1% | -60.5% | -34.6% |
| 3M | -37.9% | +11.2% | -49.1% | -33.1% |
| 6M | -30.8% | +9.5% | -40.3% | -25.6% |
| YTD | +26.7% | +3.4% | +23.3% | +36.3% |
| 1Y | +80.5% | +2.0% | +78.5% | +96.2% |
| All | +80.5% | +2.7% | +77.7% | +96.2% |
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