+356.7%
TSEM vs AS
+133.7%
+223.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -2.3% | -9.7% | -11.2% |
| 7D | -30.3% | +7.1% | -37.4% | -32.0% |
| 30D | -49.3% | +12.8% | -62.1% | -51.4% |
| 3M | -38.0% | -14.7% | -23.2% | -35.1% |
| 6M | -41.9% | -9.9% | -32.0% | -41.0% |
| YTD | +11.6% | -16.1% | +27.7% | +15.5% |
| 1Y | +50.5% | +0.2% | +50.3% | +47.0% |
| All | +356.7% | +133.7% | +223.0% | +270.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling