+253.1%
TSEM vs AA
+63.2%
+189.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.1% | +10.0% | +8.6% |
| 7D | +6.9% | -0.7% | +7.6% | +7.0% |
| 30D | +5.3% | +5.0% | +0.3% | +3.1% |
| 3M | -14.9% | -35.8% | +20.9% | -3.3% |
| 6M | +80.0% | -18.4% | +98.4% | +87.9% |
| YTD | +89.4% | -5.5% | +94.8% | +86.0% |
| 1Y | +253.1% | +61.0% | +192.1% | +200.2% |
| All | +253.1% | +63.2% | +189.9% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling