+299.0%
TSEM vs AIG
+59.1%
+239.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.3% | -7.0% |
| 7D | +7.0% | +6.6% | +0.4% | +6.3% |
| 30D | -29.8% | +7.0% | -36.8% | -30.4% |
| 3M | -41.9% | +9.7% | -51.6% | -42.7% |
| 6M | -45.8% | +10.8% | -56.5% | -46.9% |
| YTD | +25.1% | -1.3% | +26.4% | +25.3% |
| 1Y | +48.2% | +8.4% | +39.9% | +45.2% |
| 3Y | +476.5% | +39.0% | +437.5% | +428.8% |
| All | +299.0% | +59.1% | +239.9% | +249.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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