-30.6%
TSEM vs AR
+4.3%
-34.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.5% | +6.1% | +7.6% |
| 7D | +6.8% | +2.1% | +4.7% | +6.8% |
| 30D | -26.6% | +4.5% | -31.1% | -25.3% |
| 3M | -36.3% | +1.0% | -37.3% | -35.4% |
| 6M | -30.6% | +4.4% | -35.0% | -29.2% |
| All | -30.6% | +4.3% | -34.8% | -29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling