+679.5%
TSEM vs AA
+89.1%
+590.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.7% | -2.3% |
| 7D | +10.4% | +1.7% | +8.8% | +9.7% |
| 30D | -12.9% | +3.3% | -16.3% | -14.2% |
| 3M | -9.2% | -29.4% | +20.2% | +0.3% |
| 6M | +98.8% | -12.8% | +111.6% | +103.3% |
| YTD | +87.2% | -2.1% | +89.3% | +83.6% |
| 1Y | +239.0% | +62.8% | +176.2% | +180.8% |
| 3Y | +679.5% | +90.5% | +589.0% | +500.0% |
| All | +679.5% | +89.1% | +590.4% | +500.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling