+450.4%
TSEM vs AS
+125.3%
+325.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | +0.3% |
| 7D | +20.5% | -3.6% | +24.1% | +22.0% |
| 30D | -29.0% | +3.4% | -32.3% | -29.9% |
| 3M | -39.4% | -8.6% | -30.8% | -37.9% |
| 6M | -28.5% | -10.0% | -18.5% | -27.2% |
| YTD | +34.4% | -19.2% | +53.6% | +40.9% |
| 1Y | +48.3% | -3.8% | +52.1% | +46.7% |
| All | +450.4% | +125.3% | +325.1% | +351.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling