+551.8%
TSEM vs USHY
+49.7%
+502.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.6% |
| 7D | -4.9% | -0.7% | -4.2% | -3.6% |
| 30D | -18.7% | -0.7% | -18.1% | -17.7% |
| 3M | -18.1% | +0.1% | -18.2% | -18.0% |
| 6M | +77.1% | +1.8% | +75.3% | +73.1% |
| YTD | +80.1% | +1.8% | +78.4% | +76.5% |
| 1Y | +220.4% | +3.3% | +217.1% | +206.8% |
| 3Y | +650.1% | +27.0% | +623.1% | +429.0% |
| 5Y | +628.9% | +21.0% | +607.9% | +471.3% |
| All | +551.8% | +49.7% | +502.1% | +287.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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