+220.4%
TSEM vs SONY
-16.9%
+237.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.2% |
| 7D | -4.9% | -2.7% | -2.2% | -4.2% |
| 30D | -18.7% | +1.5% | -20.3% | -19.3% |
| 3M | -18.1% | +13.0% | -31.1% | -22.2% |
| 6M | +77.1% | +11.2% | +65.9% | +68.8% |
| YTD | +80.1% | -6.6% | +86.8% | +87.7% |
| 1Y | +220.4% | -18.1% | +238.5% | +263.7% |
| All | +220.4% | -16.9% | +237.3% | +263.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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