+253.1%
TSEM vs AZO
-28.9%
+282.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.5% | +7.3% | +8.0% |
| 7D | +6.9% | +0.7% | +6.2% | +7.1% |
| 30D | +5.3% | -2.7% | +8.0% | +4.8% |
| 3M | -14.9% | -3.2% | -11.7% | -14.6% |
| 6M | +80.0% | -19.7% | +99.8% | +83.5% |
| YTD | +89.4% | -12.0% | +101.4% | +100.9% |
| 1Y | +253.1% | -29.5% | +282.6% | +244.7% |
| All | +253.1% | -28.9% | +282.0% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling