+672.0%
TSEM vs AG
+445.6%
+226.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.0% | +9.8% | +8.1% |
| 7D | +6.9% | +1.0% | +5.9% | +6.7% |
| 30D | +5.3% | +19.2% | -13.9% | +2.7% |
| 3M | -14.9% | +6.2% | -21.1% | -15.9% |
| 6M | +80.0% | -26.7% | +106.7% | +85.9% |
| YTD | +89.4% | +26.1% | +63.2% | +80.0% |
| 1Y | +253.1% | +131.7% | +121.4% | +207.9% |
| 3Y | +642.1% | +255.3% | +386.8% | +487.7% |
| 5Y | +659.1% | +61.9% | +597.2% | +541.3% |
| 10Y | +1,291.4% | +72.0% | +1,219.3% | +944.6% |
| All | +672.0% | +445.6% | +226.4% | +227.6% |
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