+1,326.7%
TSEM vs AG
+64.8%
+1,261.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.7% |
| 7D | +4.7% | -0.1% | +4.8% | +4.7% |
| 30D | -14.2% | +12.5% | -26.7% | -15.7% |
| 3M | -5.0% | +28.2% | -33.2% | -8.3% |
| 6M | +87.6% | -18.8% | +106.4% | +90.3% |
| YTD | +84.4% | +27.4% | +57.1% | +76.0% |
| 1Y | +235.4% | +132.2% | +103.2% | +197.7% |
| 3Y | +668.0% | +286.9% | +381.1% | +525.0% |
| 5Y | +644.7% | +72.8% | +572.0% | +539.2% |
| 10Y | +1,326.7% | +74.6% | +1,252.1% | +995.9% |
| All | +1,326.7% | +64.8% | +1,261.9% | +995.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling