+1,070.9%
TSEM vs ALC
+17.1%
+1,053.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -2.9% |
| 7D | +0.9% | -7.7% | +8.6% | +3.9% |
| 30D | -16.6% | -11.7% | -5.0% | -12.8% |
| 3M | -10.9% | +0.7% | -11.6% | -12.2% |
| 6M | +78.0% | -17.1% | +95.1% | +89.3% |
| YTD | +77.2% | -15.1% | +92.3% | +85.4% |
| 1Y | +207.6% | -14.1% | +221.7% | +219.2% |
| 3Y | +637.8% | -18.2% | +656.0% | +668.0% |
| 5Y | +617.0% | -19.2% | +636.2% | +642.9% |
| All | +1,070.9% | +17.1% | +1,053.8% | +934.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling