+577.4%
TSEM vs USHY
+50.7%
+526.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +10.4% | 0.0% | +10.4% | +10.4% |
| 30D | -12.9% | 0.0% | -12.9% | -12.9% |
| 3M | -9.2% | +1.2% | -10.3% | -10.9% |
| 6M | +98.8% | +2.6% | +96.2% | +91.4% |
| YTD | +87.2% | +2.4% | +84.8% | +81.1% |
| 1Y | +239.0% | +4.2% | +234.7% | +219.3% |
| 3Y | +679.5% | +28.0% | +651.5% | +441.6% |
| 5Y | +667.3% | +21.8% | +645.5% | +494.2% |
| All | +577.4% | +50.7% | +526.7% | +297.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling