+1,282.5%
TSEM vs AGI
+392.3%
+890.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -4.9% | -2.7% | -2.1% | -4.6% |
| 30D | -18.7% | +7.2% | -26.0% | -19.3% |
| 3M | -18.1% | +4.3% | -22.4% | -18.7% |
| 6M | +77.1% | -27.1% | +104.2% | +80.6% |
| YTD | +80.1% | -6.6% | +86.7% | +79.6% |
| 1Y | +220.4% | +9.5% | +210.9% | +215.1% |
| 3Y | +650.1% | +208.4% | +441.6% | +584.9% |
| 5Y | +628.9% | +401.6% | +227.2% | +542.2% |
| All | +1,282.5% | +392.3% | +890.1% | +1,072.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling