+55.2%
TSEM vs AS
+8.1%
+47.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.1% | +7.7% | +9.9% |
| 7D | -2.0% | +5.8% | -7.8% | -3.5% |
| 30D | -33.4% | +15.4% | -48.8% | -36.4% |
| 3M | -39.7% | -11.9% | -27.8% | -37.3% |
| 6M | -27.8% | -9.9% | -17.9% | -26.0% |
| YTD | +29.7% | -13.1% | +42.8% | +30.8% |
| All | +55.2% | +8.1% | +47.2% | +38.4% |
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