+644.7%
TSEM vs A
-16.2%
+661.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.0% |
| 7D | +4.7% | -4.4% | +9.1% | +6.4% |
| 30D | -14.2% | -2.7% | -11.6% | -13.5% |
| 3M | -5.0% | +7.0% | -12.1% | -7.4% |
| 6M | +87.6% | +24.6% | +62.9% | +72.1% |
| YTD | +84.4% | +7.0% | +77.4% | +78.0% |
| 1Y | +235.4% | +15.6% | +219.8% | +213.5% |
| 3Y | +668.0% | +29.9% | +638.1% | +579.0% |
| 5Y | +644.7% | -15.4% | +660.1% | +731.7% |
| All | +644.7% | -16.2% | +661.0% | +731.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 5y: compounded portfolio wealth divided by compounded A 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…
5y analysis · Full analysis span regression · 6 months rolling