+617.0%
TSEM vs SONY
+8.8%
+608.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.3% | -4.0% |
| 7D | +0.9% | -5.8% | +6.7% | +3.1% |
| 30D | -16.6% | -0.4% | -16.3% | -16.7% |
| 3M | -10.9% | +13.3% | -24.2% | -16.3% |
| 6M | +78.0% | +8.5% | +69.5% | +70.7% |
| YTD | +77.2% | -8.1% | +85.3% | +80.8% |
| 1Y | +207.6% | -17.9% | +225.5% | +228.0% |
| 3Y | +637.8% | +41.4% | +596.4% | +537.8% |
| 5Y | +617.0% | +9.3% | +607.7% | +615.7% |
| All | +617.0% | +8.8% | +608.2% | +615.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling