+80.5%
TSEM vs ARMK
+41.1%
+39.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.2% | -4.6% | -6.8% |
| 7D | -23.1% | -5.8% | -17.3% | -20.7% |
| 30D | -40.4% | -5.3% | -35.1% | -38.6% |
| 3M | -37.9% | -6.7% | -31.1% | -35.4% |
| 6M | -30.8% | +17.4% | -48.2% | -30.8% |
| YTD | +26.7% | +43.0% | -16.3% | +30.7% |
| 1Y | +80.5% | +40.3% | +40.2% | +86.4% |
| All | +80.5% | +41.1% | +39.4% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling