+655.5%
TSEM vs AR
+40.7%
+614.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.7% | +8.6% | +8.0% |
| 7D | +6.9% | +2.5% | +4.4% | +6.2% |
| 30D | +5.3% | +14.8% | -9.5% | +1.6% |
| 3M | -14.9% | +6.2% | -21.1% | -16.4% |
| 6M | +80.0% | +4.3% | +75.7% | +76.7% |
| YTD | +89.4% | +14.4% | +75.0% | +80.1% |
| 1Y | +253.1% | +21.3% | +231.8% | +228.7% |
| All | +655.5% | +40.7% | +614.7% | +575.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling