+80.5%
TSEM vs ALC
+4.2%
+76.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +6.8% | -15.6% | -6.0% |
| 7D | -23.1% | +10.7% | -33.8% | -19.8% |
| 30D | -40.4% | +20.2% | -60.6% | -36.3% |
| 3M | -37.9% | +8.9% | -46.8% | -34.7% |
| 6M | -30.8% | +5.7% | -36.5% | -24.0% |
| YTD | +26.7% | -1.4% | +28.1% | +40.0% |
| 1Y | +80.5% | +4.7% | +75.8% | +89.2% |
| All | +80.5% | +4.2% | +76.3% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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