+253.1%
TSEM vs AJG
-12.9%
+266.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.5% | +9.3% | +6.5% |
| 7D | +6.9% | -1.8% | +8.7% | +5.2% |
| 30D | +5.3% | +4.6% | +0.7% | +10.5% |
| 3M | -14.9% | +24.9% | -39.8% | +3.0% |
| 6M | +80.0% | +17.2% | +62.8% | +114.6% |
| YTD | +89.4% | +2.2% | +87.2% | +112.2% |
| 1Y | +253.1% | -11.5% | +264.6% | +272.6% |
| All | +253.1% | -12.9% | +266.0% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling