+617.0%
TSEM vs AON
+9.0%
+608.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.9% | -3.9% |
| 7D | +0.9% | -5.9% | +6.8% | +0.5% |
| 30D | -16.6% | -13.7% | -3.0% | -17.4% |
| 3M | -10.9% | -8.3% | -2.6% | -11.6% |
| 6M | +78.0% | -3.6% | +81.7% | +75.8% |
| YTD | +77.2% | -12.4% | +89.6% | +76.9% |
| 1Y | +207.6% | -14.6% | +222.2% | +208.4% |
| 3Y | +637.8% | -5.7% | +643.6% | +613.6% |
| 5Y | +617.0% | +9.1% | +607.8% | +494.8% |
| All | +617.0% | +9.0% | +608.0% | +494.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling