+451.6%
TSEM vs AG
+284.3%
+167.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.1% | +8.8% | +7.8% |
| 7D | +6.8% | -4.0% | +10.8% | +7.5% |
| 30D | -26.6% | -13.1% | -13.6% | -25.1% |
| 3M | -36.3% | -22.0% | -14.3% | -34.1% |
| 6M | -30.6% | -37.3% | +6.7% | -26.3% |
| YTD | +35.3% | -11.2% | +46.5% | +35.2% |
| 1Y | +59.2% | +23.9% | +35.3% | +52.1% |
| 3Y | +547.7% | +225.1% | +322.5% | +423.9% |
| 5Y | +337.5% | +7.7% | +329.8% | +291.9% |
| 10Y | +887.4% | +86.9% | +800.5% | +639.1% |
| All | +451.6% | +284.3% | +167.3% | +146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling