+80.5%
TSEM vs AGI
-1.1%
+81.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +10.8% | -19.5% | -10.6% |
| 7D | -23.1% | -5.3% | -17.8% | -22.2% |
| 30D | -40.4% | -7.1% | -33.2% | -39.4% |
| 3M | -37.9% | +4.4% | -42.3% | -38.0% |
| 6M | -30.8% | -23.0% | -7.8% | -28.3% |
| YTD | +26.7% | -22.0% | +48.7% | +24.9% |
| 1Y | +80.5% | +0.3% | +80.2% | +28.7% |
| All | +80.5% | -1.1% | +81.6% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling