+80.5%
TSEM vs ATI
+86.4%
-5.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.1% | -8.1% |
| 7D | -23.1% | +8.3% | -31.5% | -29.1% |
| 30D | -40.4% | -7.3% | -33.1% | -35.6% |
| 3M | -37.9% | -10.5% | -27.4% | -30.6% |
| 6M | -30.8% | +16.4% | -47.2% | -37.0% |
| YTD | +26.7% | +56.1% | -29.3% | -7.6% |
| 1Y | +80.5% | +86.5% | -6.0% | +12.0% |
| All | +80.5% | +86.4% | -5.9% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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