+668.0%
TSEM vs AEIS
+172.0%
+495.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.8% |
| 7D | +4.7% | +6.5% | -1.7% | +0.5% |
| 30D | -14.2% | -9.2% | -5.1% | -8.8% |
| 3M | -5.0% | -8.3% | +3.3% | +1.3% |
| 6M | +87.6% | -6.3% | +93.9% | +96.2% |
| YTD | +84.4% | +36.5% | +47.9% | +54.1% |
| 1Y | +235.4% | +84.8% | +150.6% | +133.5% |
| All | +668.0% | +172.0% | +495.9% | +312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 3y: compounded portfolio wealth divided by compounded AEIS 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…
3y analysis · Full analysis span regression · 6 months rolling