+78.0%
TSEM vs SNY
+1.1%
+76.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -4.1% |
| 7D | +0.9% | -3.6% | +4.6% | -0.7% |
| 30D | -16.6% | -1.9% | -14.7% | -17.3% |
| 3M | -10.9% | -2.0% | -9.0% | -10.3% |
| 6M | +78.0% | +2.5% | +75.5% | +61.9% |
| All | +78.0% | +1.1% | +76.9% | +61.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling