+273.0%
TSEM vs AR
+71.8%
+201.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.7% | +5.0% |
| 7D | -17.5% | -14.3% | -3.2% | -15.4% |
| 30D | -44.7% | +1.4% | -46.1% | -44.8% |
| 3M | -38.9% | +3.4% | -42.3% | -39.4% |
| 6M | -36.7% | -2.1% | -34.6% | -36.8% |
| YTD | +17.0% | +4.7% | +12.3% | +14.8% |
| 1Y | +62.8% | +10.6% | +52.2% | +58.3% |
| 3Y | +471.3% | +24.6% | +446.7% | +444.8% |
| All | +273.0% | +71.8% | +201.2% | +211.3% |
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 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