+126.5%
TSEM vs AU
+789.2%
-662.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | +4.7% | +0.6% | +4.1% | +4.6% |
| 30D | -14.2% | +12.3% | -26.5% | -15.3% |
| 3M | -5.0% | +29.4% | -34.4% | -7.5% |
| 6M | +87.6% | +3.2% | +84.4% | +85.8% |
| YTD | +84.4% | +31.8% | +52.6% | +78.8% |
| 1Y | +235.4% | +83.4% | +152.0% | +216.6% |
| 3Y | +668.0% | +623.1% | +44.9% | +543.1% |
| 5Y | +644.7% | +700.5% | -55.8% | +509.0% |
| 10Y | +1,326.7% | +717.6% | +609.1% | +1,010.0% |
| All | +126.5% | +789.2% | -662.7% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling