+253.1%
TSEM vs AS
-21.9%
+275.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.6% | +4.3% | +6.7% |
| 7D | +6.9% | -4.9% | +11.8% | +8.6% |
| 30D | +5.3% | -19.6% | +24.9% | +13.0% |
| 3M | -14.9% | -14.4% | -0.5% | -11.6% |
| 6M | +80.0% | -20.1% | +100.2% | +89.8% |
| YTD | +89.4% | -20.9% | +110.3% | +98.6% |
| 1Y | +253.1% | -21.9% | +274.9% | +247.0% |
| All | +253.1% | -21.9% | +275.0% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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