+337.5%
TSEM vs AA
-11.0%
+348.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.7% | +5.0% | +7.0% |
| 7D | +6.8% | +1.1% | +5.6% | +6.8% |
| 30D | -26.6% | -1.3% | -25.4% | -26.1% |
| 3M | -36.3% | -23.9% | -12.4% | -32.2% |
| 6M | -30.6% | -36.8% | +6.2% | -23.3% |
| YTD | +35.3% | -22.2% | +57.5% | +41.9% |
| 1Y | +59.2% | +10.4% | +48.9% | +55.5% |
| 3Y | +547.7% | +72.0% | +475.6% | +482.4% |
| 5Y | +337.5% | -15.6% | +353.2% | +308.6% |
| All | +337.5% | -11.0% | +348.5% | +308.6% |
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