+378.9%
TSEM vs AS
+134.9%
+244.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.4% | +4.7% |
| 7D | -17.5% | +6.9% | -24.4% | -19.4% |
| 30D | -44.7% | +16.0% | -60.7% | -47.5% |
| 3M | -38.9% | -12.8% | -26.0% | -36.5% |
| 6M | -36.7% | -15.4% | -21.3% | -34.1% |
| YTD | +17.0% | -15.7% | +32.7% | +20.9% |
| 1Y | +62.8% | +6.1% | +56.8% | +56.2% |
| All | +378.9% | +134.9% | +244.0% | +287.6% |
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