+4,409.9%
TSEM vs AR
-27.2%
+4,437.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.7% | +8.6% | +7.9% |
| 7D | +6.9% | +2.5% | +4.4% | +6.6% |
| 30D | +5.3% | +14.8% | -9.5% | +3.5% |
| 3M | -14.9% | +6.2% | -21.1% | -15.6% |
| 6M | +80.0% | +4.3% | +75.7% | +78.5% |
| YTD | +89.4% | +14.4% | +75.0% | +85.3% |
| 1Y | +253.1% | +21.3% | +231.8% | +242.6% |
| 3Y | +642.1% | +39.8% | +602.3% | +604.3% |
| 5Y | +659.1% | +142.1% | +517.0% | +560.3% |
| 10Y | +1,291.4% | +52.0% | +1,239.3% | +1,115.4% |
| All | +4,409.9% | -27.2% | +4,437.2% | +4,445.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling