-36.3%
TSEM vs AA
-23.1%
-13.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.7% | +5.0% | +5.5% |
| 7D | +6.8% | +1.1% | +5.6% | +5.9% |
| 30D | -26.6% | -1.3% | -25.4% | -26.4% |
| 3M | -36.3% | -23.9% | -12.4% | -34.0% |
| All | -36.3% | -23.1% | -13.3% | -34.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling