+80.5%
TSEM vs AON
+2.1%
+78.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.4% | -13.1% | -4.1% |
| 7D | -23.1% | +9.4% | -32.6% | -14.9% |
| 30D | -40.4% | +27.0% | -67.4% | -22.8% |
| 3M | -37.9% | -3.1% | -34.8% | -38.5% |
| 6M | -30.8% | +10.0% | -40.8% | -19.3% |
| YTD | +26.7% | -1.6% | +28.3% | +37.7% |
| 1Y | +80.5% | +0.9% | +79.6% | +101.9% |
| All | +80.5% | +2.1% | +78.4% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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