-21.0%
TSEM vs AA
+144.4%
-165.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | +20.5% | +5.3% | +15.2% | +19.0% |
| 30D | -29.0% | -2.3% | -26.7% | -28.2% |
| 3M | -39.4% | -20.8% | -18.5% | -35.2% |
| 6M | -28.5% | -39.8% | +11.3% | -18.0% |
| YTD | +34.4% | -23.3% | +57.7% | +42.5% |
| 1Y | +48.3% | +1.8% | +46.5% | +45.6% |
| 3Y | +543.5% | +69.5% | +474.0% | +428.5% |
| 5Y | +331.4% | -18.0% | +349.4% | +287.2% |
| 10Y | +881.1% | +45.7% | +835.4% | +523.3% |
| All | -21.0% | +144.4% | -165.4% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling