+679.5%
TSEM vs ATI
+361.7%
+317.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.3% |
| 7D | +10.4% | +3.2% | +7.3% | +8.7% |
| 30D | -12.9% | -9.0% | -3.9% | -8.4% |
| 3M | -9.2% | +15.1% | -24.3% | -14.2% |
| 6M | +98.8% | +38.1% | +60.6% | +72.9% |
| YTD | +87.2% | +80.7% | +6.6% | +46.6% |
| 1Y | +239.0% | +167.5% | +71.5% | +127.3% |
| 3Y | +679.5% | +366.0% | +313.5% | +308.9% |
| All | +679.5% | +361.7% | +317.8% | +308.9% |
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