+98.1%
AGG vs TSEM
+242.4%
-144.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +0.1% | +10.4% | -10.3% | +0.2% |
| 30D | -0.4% | -12.9% | +12.6% | -0.4% |
| 3M | -0.3% | -9.2% | +8.9% | -0.3% |
| 6M | -1.2% | +98.8% | -100.0% | -1.0% |
| YTD | -0.4% | +87.2% | -87.6% | -0.2% |
| 1Y | +0.4% | +239.0% | -238.6% | +0.8% |
| 3Y | +13.4% | +679.5% | -666.1% | +14.1% |
| 5Y | -1.4% | +667.3% | -668.7% | -0.8% |
| 10Y | +14.8% | +1,301.0% | -1,286.2% | +16.0% |
| All | +98.1% | +242.4% | -144.3% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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