+676.6%
TSEM vs ALC
-13.4%
+690.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.2% | +10.0% | +8.3% |
| 7D | +6.9% | -2.1% | +9.0% | +7.4% |
| 30D | +5.3% | -0.1% | +5.4% | +5.1% |
| 3M | -14.9% | +5.9% | -20.8% | -17.0% |
| 6M | +80.0% | -15.9% | +96.0% | +90.6% |
| YTD | +89.4% | -10.1% | +99.5% | +94.7% |
| 1Y | +253.1% | -10.2% | +263.3% | +262.1% |
| All | +676.6% | -13.4% | +690.0% | +708.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling