+271.9%
TSEM vs AGI
+5,381.0%
-5,109.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | +10.4% | +4.4% | +6.0% | +10.1% |
| 30D | -12.9% | +10.0% | -22.9% | -13.6% |
| 3M | -9.2% | +1.7% | -10.9% | -9.5% |
| 6M | +98.8% | -26.8% | +125.6% | +102.0% |
| YTD | +87.2% | -5.3% | +92.5% | +86.5% |
| 1Y | +239.0% | +11.5% | +227.5% | +233.9% |
| 3Y | +679.5% | +212.9% | +466.6% | +615.3% |
| 5Y | +667.3% | +388.8% | +278.5% | +579.3% |
| 10Y | +1,301.0% | +383.6% | +917.5% | +1,095.9% |
| All | +271.9% | +5,381.0% | -5,109.0% | +174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling