+644.7%
TSEM vs ATI
+1,086.3%
-441.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | +4.7% | +2.4% | +2.3% | +3.9% |
| 30D | -14.2% | -9.5% | -4.8% | -11.0% |
| 3M | -5.0% | +10.4% | -15.4% | -7.3% |
| 6M | +87.6% | +31.8% | +55.8% | +73.1% |
| YTD | +84.4% | +80.0% | +4.5% | +56.7% |
| 1Y | +235.4% | +175.8% | +59.6% | +154.5% |
| 3Y | +668.0% | +364.2% | +303.7% | +409.4% |
| 5Y | +644.7% | +1,076.9% | -432.1% | +316.1% |
| All | +644.7% | +1,086.3% | -441.6% | +316.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling