+2,685.8%
TSEM vs AR
-33.4%
+2,719.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.7% | +4.9% |
| 7D | -17.5% | -14.3% | -3.2% | -16.0% |
| 30D | -44.7% | +1.4% | -46.1% | -44.8% |
| 3M | -38.9% | +3.4% | -42.3% | -39.3% |
| 6M | -36.7% | -2.1% | -34.6% | -36.8% |
| YTD | +17.0% | +4.7% | +12.3% | +15.5% |
| 1Y | +62.8% | +10.6% | +52.2% | +59.7% |
| 3Y | +471.3% | +24.6% | +446.7% | +449.2% |
| 5Y | +290.3% | +71.9% | +218.4% | +252.1% |
| 10Y | +790.1% | +46.4% | +743.7% | +680.1% |
| All | +2,685.8% | -33.4% | +2,719.2% | +2,732.2% |
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