+11.3%
TSEM vs AA
+201.1%
-189.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.1% | +10.0% | +8.4% |
| 7D | +6.9% | -0.7% | +7.6% | +7.0% |
| 30D | +5.3% | +5.0% | +0.3% | +3.7% |
| 3M | -14.9% | -35.8% | +20.9% | -4.6% |
| 6M | +80.0% | -18.4% | +98.4% | +87.5% |
| YTD | +89.4% | -5.5% | +94.8% | +88.8% |
| 1Y | +253.1% | +61.0% | +192.1% | +203.4% |
| 3Y | +642.1% | +66.2% | +575.9% | +504.5% |
| 5Y | +659.1% | +11.4% | +647.7% | +515.8% |
| 10Y | +1,291.4% | +116.9% | +1,174.5% | +681.2% |
| All | +11.3% | +201.1% | -189.8% | -47.1% |
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