+3,122.5%
TSEM vs AR
-29.4%
+3,152.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.5% | +6.1% | +7.5% |
| 7D | +6.8% | +2.1% | +4.7% | +6.5% |
| 30D | -26.6% | +4.5% | -31.1% | -27.0% |
| 3M | -36.3% | +1.0% | -37.3% | -36.5% |
| 6M | -30.6% | +4.4% | -35.0% | -31.2% |
| YTD | +35.3% | +10.9% | +24.4% | +32.7% |
| 1Y | +59.2% | +8.6% | +50.7% | +56.5% |
| 3Y | +547.7% | +48.5% | +499.2% | +511.4% |
| 5Y | +337.5% | +95.7% | +241.8% | +289.3% |
| 10Y | +887.4% | +55.5% | +831.9% | +759.2% |
| All | +3,122.5% | -29.4% | +3,152.0% | +3,154.4% |
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