+78.0%
TSEM vs AJG
+12.8%
+65.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -4.4% |
| 7D | +0.9% | -8.5% | +9.4% | -10.1% |
| 30D | -16.6% | -3.8% | -12.9% | -19.9% |
| 3M | -10.9% | +10.8% | -21.7% | +4.6% |
| 6M | +78.0% | +15.6% | +62.4% | +126.9% |
| All | +78.0% | +12.8% | +65.2% | +126.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling