+220.4%
TSEM vs AGI
+9.2%
+211.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -4.9% | -2.7% | -2.1% | -4.5% |
| 30D | -18.7% | +7.2% | -26.0% | -19.7% |
| 3M | -18.1% | +4.3% | -22.4% | -19.4% |
| 6M | +77.1% | -27.1% | +104.2% | +85.6% |
| YTD | +80.1% | -6.6% | +86.7% | +76.6% |
| 1Y | +220.4% | +9.5% | +210.9% | +185.5% |
| All | +220.4% | +9.2% | +211.2% | +185.5% |
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 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