+253.1%
TSEM vs AG
+125.2%
+127.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.0% | +9.8% | +8.3% |
| 7D | +6.9% | +1.0% | +5.9% | +6.6% |
| 30D | +5.3% | +19.2% | -13.9% | +0.8% |
| 3M | -14.9% | +6.2% | -21.1% | -17.2% |
| 6M | +80.0% | -26.7% | +106.7% | +84.9% |
| YTD | +89.4% | +26.1% | +63.2% | +71.2% |
| 1Y | +253.1% | +131.7% | +121.4% | +194.8% |
| All | +253.1% | +125.2% | +127.9% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling