+663.0%
TSEM vs AR
+143.7%
+519.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.7% | +8.6% | +8.0% |
| 7D | +6.9% | +2.5% | +4.4% | +6.4% |
| 30D | +5.3% | +14.8% | -9.5% | +2.9% |
| 3M | -14.9% | +6.2% | -21.1% | -15.9% |
| 6M | +80.0% | +4.3% | +75.7% | +77.9% |
| YTD | +89.4% | +14.4% | +75.0% | +83.6% |
| 1Y | +253.1% | +21.3% | +231.8% | +238.3% |
| 3Y | +642.1% | +39.8% | +602.3% | +596.4% |
| All | +663.0% | +143.7% | +519.3% | +537.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling