+1,301.0%
TSEM vs AR
+45.1%
+1,255.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +10.4% | -1.8% | +12.3% | +10.7% |
| 30D | -12.9% | +12.6% | -25.5% | -14.2% |
| 3M | -9.2% | +10.0% | -19.2% | -10.3% |
| 6M | +98.8% | +0.6% | +98.1% | +97.9% |
| YTD | +87.2% | +13.4% | +73.8% | +83.4% |
| 1Y | +239.0% | +21.7% | +217.3% | +229.0% |
| 3Y | +679.5% | +45.8% | +633.7% | +638.2% |
| 5Y | +667.3% | +144.3% | +523.0% | +571.2% |
| 10Y | +1,301.0% | +41.8% | +1,259.2% | +1,226.9% |
| All | +1,301.0% | +45.1% | +1,255.9% | +1,226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling