-26.1%
TSEM vs TECH
+13,217.7%
-13,243.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -9.5% | +0.2% | -9.7% | -9.5% |
| 30D | -35.5% | +0.5% | -36.0% | -35.5% |
| 3M | -41.6% | +1.1% | -42.6% | -41.7% |
| 6M | -30.1% | +51.0% | -81.1% | -37.5% |
| YTD | +25.7% | +24.4% | +1.3% | +16.4% |
| 1Y | +50.5% | +27.4% | +23.0% | +38.4% |
| 3Y | +501.7% | +28.5% | +473.2% | +440.4% |
| 5Y | +310.9% | -40.9% | +351.8% | +333.7% |
| 10Y | +849.8% | +192.5% | +657.3% | +588.7% |
| All | -26.1% | +13,217.7% | -13,243.8% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling