+48.2%
TSEM vs AS
-3.7%
+52.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.1% | -6.7% |
| 7D | +7.0% | -4.9% | +11.8% | +8.4% |
| 30D | -29.8% | +3.9% | -33.7% | -30.6% |
| 3M | -41.9% | -9.6% | -32.3% | -40.5% |
| 6M | -45.8% | -8.7% | -37.1% | -45.5% |
| YTD | +25.1% | -19.8% | +44.9% | +28.4% |
| 1Y | +48.2% | -1.5% | +49.8% | +36.2% |
| All | +48.2% | -3.7% | +52.0% | +36.2% |
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