+621.7%
TSEM vs AIG
+53.2%
+568.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -4.9% | -1.2% | -3.7% | -4.7% |
| 30D | -18.7% | -1.1% | -17.7% | -18.6% |
| 3M | -18.1% | +0.7% | -18.8% | -18.7% |
| 6M | +77.1% | -2.2% | +79.3% | +76.7% |
| YTD | +80.1% | -10.8% | +91.0% | +83.2% |
| 1Y | +220.4% | -2.0% | +222.4% | +217.5% |
| 3Y | +650.1% | +34.8% | +615.2% | +583.8% |
| All | +621.7% | +53.2% | +568.5% | +519.1% |
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