+679.5%
TSEM vs AG
+272.3%
+407.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +10.4% | +4.5% | +5.9% | +9.5% |
| 30D | -12.9% | +12.9% | -25.8% | -15.0% |
| 3M | -9.2% | +20.9% | -30.1% | -12.7% |
| 6M | +98.8% | -19.5% | +118.3% | +102.0% |
| YTD | +87.2% | +24.8% | +62.4% | +75.6% |
| 1Y | +239.0% | +120.2% | +118.7% | +191.0% |
| 3Y | +679.5% | +279.0% | +400.5% | +489.5% |
| All | +679.5% | +272.3% | +407.2% | +489.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling