+644.7%
TSEM vs ALM
+958.0%
-313.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.7% | -1.2% |
| 7D | +4.7% | +3.6% | +1.1% | +4.4% |
| 30D | -14.2% | +33.8% | -48.0% | -16.2% |
| 3M | -5.0% | +14.8% | -19.8% | -6.5% |
| 6M | +87.6% | -7.0% | +94.5% | +85.3% |
| YTD | +84.4% | +108.1% | -23.6% | +78.9% |
| 1Y | +235.4% | +313.8% | -78.4% | +220.7% |
| 3Y | +668.0% | +2,227.6% | -1,559.6% | +635.3% |
| 5Y | +644.7% | +956.6% | -311.9% | +622.5% |
| All | +644.7% | +958.0% | -313.3% | +622.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 5y: compounded portfolio wealth divided by compounded ALM 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…
5y analysis · Full analysis span regression · 6 months rolling