+655.9%
TSEM vs AA
+17.9%
+638.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.7% | -1.9% |
| 7D | +10.4% | +1.7% | +8.8% | +10.0% |
| 30D | -12.9% | +3.3% | -16.3% | -13.8% |
| 3M | -9.2% | -29.4% | +20.2% | -2.9% |
| 6M | +98.8% | -12.8% | +111.6% | +102.4% |
| YTD | +87.2% | -2.1% | +89.3% | +85.8% |
| 1Y | +239.0% | +62.8% | +176.2% | +203.7% |
| 3Y | +679.5% | +90.5% | +589.0% | +571.4% |
| All | +655.9% | +17.9% | +638.0% | +548.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling