+10.0%
TSEM vs SONY
+390.9%
-380.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | +0.4% |
| 7D | +10.4% | -5.2% | +15.6% | +12.5% |
| 30D | -12.9% | +0.3% | -13.2% | -13.2% |
| 3M | -9.2% | +6.2% | -15.4% | -12.4% |
| 6M | +98.8% | +9.5% | +89.2% | +90.1% |
| YTD | +87.2% | -8.1% | +95.3% | +90.5% |
| 1Y | +239.0% | -17.9% | +256.9% | +259.6% |
| 3Y | +679.5% | +41.5% | +638.0% | +563.4% |
| 5Y | +667.3% | +11.8% | +655.4% | +600.1% |
| 10Y | +1,301.0% | +275.4% | +1,025.6% | +711.1% |
| All | +10.0% | +390.9% | -380.9% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling