-26.5%
TSEM vs TECH
+13,228.7%
-13,255.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -7.0% |
| 7D | +7.0% | +0.1% | +6.8% | +6.9% |
| 30D | -29.8% | +0.5% | -30.3% | -29.9% |
| 3M | -41.9% | +1.1% | -43.0% | -42.1% |
| 6M | -45.8% | +62.8% | -108.6% | -52.2% |
| YTD | +25.1% | +24.5% | +0.6% | +15.8% |
| 1Y | +48.2% | +20.6% | +27.6% | +38.2% |
| 3Y | +476.5% | +29.5% | +447.0% | +416.8% |
| 5Y | +301.4% | -40.9% | +342.4% | +323.8% |
| 10Y | +812.9% | +189.5% | +623.4% | +563.3% |
| All | -26.5% | +13,228.7% | -13,255.2% | -59.8% |
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