+529.3%
TSEM vs ALC
+2.4%
+526.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.3% | +10.6% | +10.9% |
| 7D | -2.0% | +2.1% | -4.0% | -2.2% |
| 30D | -33.4% | +17.2% | -50.6% | -35.1% |
| 3M | -39.7% | +4.6% | -44.3% | -40.0% |
| 6M | -27.8% | +20.1% | -47.9% | -31.7% |
| YTD | +29.7% | -4.2% | +33.9% | +32.4% |
| 1Y | +81.1% | +2.1% | +79.1% | +80.2% |
| 3Y | +529.3% | +4.5% | +524.8% | +530.3% |
| All | +529.3% | +2.4% | +526.9% | +530.3% |
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 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