+617.0%
TSEM vs AGI
+389.6%
+227.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.6% | -3.6% |
| 7D | +0.9% | -5.3% | +6.2% | +1.5% |
| 30D | -16.6% | +6.8% | -23.4% | -17.3% |
| 3M | -10.9% | +8.3% | -19.2% | -12.2% |
| 6M | +78.0% | -29.2% | +107.3% | +83.7% |
| YTD | +77.2% | -7.3% | +84.5% | +76.5% |
| 1Y | +207.6% | +8.0% | +199.5% | +200.0% |
| 3Y | +637.8% | +206.6% | +431.3% | +556.5% |
| 5Y | +617.0% | +398.1% | +218.8% | +545.8% |
| All | +617.0% | +389.6% | +227.4% | +545.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling