+1,259.9%
TSEM vs ATI
+1,155.5%
+104.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.7% | -0.3% | -2.9% |
| 7D | +0.9% | -2.7% | +3.6% | +1.7% |
| 30D | -16.6% | -13.5% | -3.1% | -13.2% |
| 3M | -10.9% | +8.5% | -19.4% | -12.0% |
| 6M | +78.0% | +25.2% | +52.8% | +69.8% |
| YTD | +77.2% | +73.4% | +3.8% | +56.8% |
| 1Y | +207.6% | +160.5% | +47.1% | +147.4% |
| 3Y | +637.8% | +347.3% | +290.5% | +417.8% |
| 5Y | +617.0% | +1,049.0% | -432.0% | +298.3% |
| All | +1,259.9% | +1,155.5% | +104.4% | +628.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling