+501.7%
TSEM vs AG
+227.5%
+274.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.9% | +2.8% | -1.8% |
| 7D | -9.5% | +6.0% | -15.4% | -10.7% |
| 30D | -35.5% | -13.5% | -21.9% | -33.4% |
| 3M | -41.6% | -20.7% | -20.9% | -38.8% |
| 6M | -30.1% | -31.5% | +1.5% | -25.4% |
| YTD | +25.7% | -10.1% | +35.9% | +25.5% |
| 1Y | +50.5% | +26.0% | +24.5% | +41.7% |
| 3Y | +501.7% | +228.9% | +272.8% | +368.5% |
| All | +501.7% | +227.5% | +274.3% | +368.5% |
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