+310.9%
TSEM vs AG
+5.9%
+305.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.9% | +2.8% | -2.1% |
| 7D | -9.5% | +6.0% | -15.4% | -10.4% |
| 30D | -35.5% | -13.5% | -21.9% | -33.8% |
| 3M | -41.6% | -20.7% | -20.9% | -39.3% |
| 6M | -30.1% | -31.5% | +1.5% | -26.2% |
| YTD | +25.7% | -10.1% | +35.9% | +25.9% |
| 1Y | +50.5% | +26.0% | +24.5% | +44.0% |
| 3Y | +501.7% | +228.9% | +272.8% | +400.9% |
| 5Y | +310.9% | +8.7% | +302.2% | +295.8% |
| All | +310.9% | +5.9% | +305.0% | +295.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling