+786.5%
TSEM vs TECH
+187.6%
+598.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.9% | -6.9% |
| 7D | +7.0% | 0.0% | +6.9% | +6.9% |
| 30D | -29.8% | +0.4% | -30.2% | -29.9% |
| 3M | -41.9% | +1.0% | -42.9% | -42.1% |
| 6M | -45.8% | +62.7% | -108.4% | -54.3% |
| YTD | +25.1% | +24.3% | +0.8% | +12.7% |
| 1Y | +48.2% | +20.5% | +27.7% | +34.8% |
| 3Y | +476.5% | +29.3% | +447.2% | +388.2% |
| 5Y | +301.4% | -41.0% | +342.4% | +351.6% |
| All | +786.5% | +187.6% | +598.9% | +341.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling