+476.5%
TSEM vs ATI
+318.7%
+157.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.7% | -3.2% | -4.8% |
| 7D | +7.0% | +4.2% | +2.8% | +4.8% |
| 30D | -29.8% | -2.5% | -27.2% | -28.2% |
| 3M | -41.9% | -19.4% | -22.5% | -34.0% |
| 6M | -45.8% | +11.1% | -56.8% | -47.0% |
| YTD | +25.1% | +59.5% | -34.4% | +5.5% |
| 1Y | +48.2% | +85.8% | -37.5% | +17.8% |
| 3Y | +476.5% | +311.9% | +164.6% | +220.5% |
| All | +476.5% | +318.7% | +157.8% | +220.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling