+207.6%
TSEM vs AG
+119.5%
+88.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.9% | +0.9% | -2.8% |
| 7D | +0.9% | -5.8% | +6.7% | +2.3% |
| 30D | -16.6% | +6.4% | -23.0% | -18.0% |
| 3M | -10.9% | +28.4% | -39.3% | -16.4% |
| 6M | +78.0% | -24.5% | +102.5% | +82.2% |
| YTD | +77.2% | +21.2% | +56.0% | +62.0% |
| 1Y | +207.6% | +114.1% | +93.5% | +156.8% |
| All | +207.6% | +119.5% | +88.1% | +156.8% |
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