+786.5%
TSEM vs AR
+57.4%
+729.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -7.0% |
| 7D | +7.0% | +7.4% | -0.4% | +6.1% |
| 30D | -29.8% | +5.8% | -35.5% | -30.2% |
| 3M | -41.9% | +5.2% | -47.1% | -42.4% |
| 6M | -45.8% | +5.4% | -51.2% | -46.3% |
| YTD | +25.1% | +12.4% | +12.7% | +22.5% |
| 1Y | +48.2% | +12.8% | +35.4% | +45.1% |
| 3Y | +476.5% | +47.2% | +429.3% | +445.7% |
| 5Y | +301.4% | +101.1% | +200.3% | +258.1% |
| All | +786.5% | +57.4% | +729.1% | +740.2% |
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