+1,282.5%
TSEM vs TECH
+189.9%
+1,092.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -4.9% | -0.4% | -4.4% | -4.7% |
| 30D | -18.7% | 0.0% | -18.7% | -18.7% |
| 3M | -18.1% | +33.7% | -51.8% | -26.2% |
| 6M | +77.1% | +34.9% | +42.2% | +56.8% |
| YTD | +80.1% | +23.2% | +57.0% | +62.8% |
| 1Y | +220.4% | +36.3% | +184.1% | +177.3% |
| 3Y | +650.1% | +2.3% | +647.8% | +592.7% |
| 5Y | +628.9% | -42.9% | +671.8% | +728.5% |
| All | +1,282.5% | +189.9% | +1,092.5% | +602.9% |
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