+476.5%
TSEM vs AR
+48.6%
+427.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -7.0% |
| 7D | +7.0% | +7.4% | -0.4% | +5.1% |
| 30D | -29.8% | +5.8% | -35.5% | -30.7% |
| 3M | -41.9% | +5.2% | -47.1% | -42.9% |
| 6M | -45.8% | +5.4% | -51.2% | -46.9% |
| YTD | +25.1% | +12.4% | +12.7% | +18.8% |
| 1Y | +48.2% | +12.8% | +35.4% | +40.5% |
| 3Y | +476.5% | +47.2% | +429.3% | +418.3% |
| All | +476.5% | +48.6% | +427.9% | +418.3% |
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