+621.7%
TSEM vs AU
+686.2%
-64.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.6% |
| 7D | -4.9% | -4.3% | -0.6% | -4.3% |
| 30D | -18.7% | +7.3% | -26.1% | -19.7% |
| 3M | -18.1% | +26.3% | -44.4% | -20.9% |
| 6M | +77.1% | +1.8% | +75.3% | +74.6% |
| YTD | +80.1% | +26.8% | +53.3% | +73.7% |
| 1Y | +220.4% | +66.7% | +153.7% | +202.3% |
| 3Y | +650.1% | +579.1% | +71.0% | +554.0% |
| All | +621.7% | +686.2% | -64.6% | +547.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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