+8.4%
TSEM vs AON
+3,501.1%
-3,492.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -0.6% |
| 7D | +4.7% | -7.9% | +12.6% | +6.8% |
| 30D | -14.2% | -14.6% | +0.4% | -11.2% |
| 3M | -5.0% | -7.9% | +2.9% | -4.5% |
| 6M | +87.6% | -8.0% | +95.6% | +87.6% |
| YTD | +84.4% | -13.2% | +97.7% | +86.0% |
| 1Y | +235.4% | -16.4% | +251.8% | +240.6% |
| 3Y | +668.0% | -6.7% | +674.6% | +647.6% |
| 5Y | +644.7% | +8.0% | +636.7% | +588.0% |
| 10Y | +1,326.7% | +205.6% | +1,121.1% | +895.1% |
| All | +8.4% | +3,501.1% | -3,492.7% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling