+1,259.9%
TSEM vs AA
+123.1%
+1,136.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.8% | +0.9% | -2.8% |
| 7D | +0.9% | -5.4% | +6.3% | +2.2% |
| 30D | -16.6% | -10.7% | -5.9% | -14.5% |
| 3M | -10.9% | -26.2% | +15.3% | -4.6% |
| 6M | +78.0% | -20.9% | +99.0% | +85.9% |
| YTD | +77.2% | -8.6% | +85.8% | +78.3% |
| 1Y | +207.6% | +57.4% | +150.2% | +171.5% |
| 3Y | +637.8% | +77.8% | +560.0% | +512.8% |
| 5Y | +617.0% | +2.7% | +614.3% | +508.6% |
| All | +1,259.9% | +123.1% | +1,136.9% | +734.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling