+10.0%
TSEM vs AIG
-54.3%
+64.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.8% |
| 7D | +10.4% | -1.6% | +12.0% | +10.7% |
| 30D | -12.9% | -5.2% | -7.7% | -12.1% |
| 3M | -9.2% | +1.5% | -10.6% | -9.8% |
| 6M | +98.8% | -3.9% | +102.7% | +99.1% |
| YTD | +87.2% | -11.6% | +98.8% | +89.9% |
| 1Y | +239.0% | -2.9% | +241.9% | +237.1% |
| 3Y | +679.5% | +33.7% | +645.8% | +626.0% |
| 5Y | +667.3% | +52.7% | +614.6% | +588.7% |
| 10Y | +1,301.0% | +62.6% | +1,238.4% | +1,096.7% |
| All | +10.0% | -54.3% | +64.3% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling