+637.8%
TSEM vs TENB
-30.4%
+668.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.9% | +0.9% | -3.2% |
| 7D | +0.9% | -7.1% | +8.1% | +2.0% |
| 30D | -16.6% | -15.4% | -1.3% | -14.9% |
| 3M | -10.9% | +19.5% | -30.4% | -14.5% |
| 6M | +78.0% | +54.8% | +23.2% | +61.8% |
| YTD | +77.2% | +36.1% | +41.1% | +65.8% |
| 1Y | +207.6% | +7.0% | +200.6% | +211.0% |
| All | +637.8% | -30.4% | +668.2% | +737.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 3y: compounded portfolio wealth divided by compounded TENB 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…
3y analysis · Full analysis span regression · 6 months rolling