-20.5%
TSEM vs AA
+148.0%
-168.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.7% | +5.0% | +6.9% |
| 7D | +6.8% | +1.1% | +5.6% | +6.8% |
| 30D | -26.6% | -1.3% | -25.4% | -26.0% |
| 3M | -36.3% | -23.9% | -12.4% | -31.3% |
| 6M | -30.6% | -36.8% | +6.2% | -21.5% |
| YTD | +35.3% | -22.2% | +57.5% | +42.9% |
| 1Y | +59.2% | +10.4% | +48.9% | +52.9% |
| 3Y | +547.7% | +72.0% | +475.6% | +429.8% |
| 5Y | +337.5% | -15.6% | +353.2% | +289.6% |
| 10Y | +887.4% | +47.8% | +839.6% | +524.8% |
| All | -20.5% | +148.0% | -168.4% | -59.9% |
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