+667.3%
TSEM vs AG
+65.4%
+601.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +10.4% | +4.5% | +5.9% | +9.6% |
| 30D | -12.9% | +12.9% | -25.8% | -14.7% |
| 3M | -9.2% | +20.9% | -30.1% | -12.2% |
| 6M | +98.8% | -19.5% | +118.3% | +102.0% |
| YTD | +87.2% | +24.8% | +62.4% | +77.4% |
| 1Y | +239.0% | +120.2% | +118.7% | +197.0% |
| 3Y | +679.5% | +279.0% | +400.5% | +517.8% |
| 5Y | +667.3% | +67.9% | +599.3% | +569.7% |
| All | +667.3% | +65.4% | +601.9% | +569.7% |
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