+8.4%
TSEM vs AZO
+11,371.8%
-11,363.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.2% |
| 7D | +4.7% | -0.8% | +5.5% | +4.9% |
| 30D | -14.2% | -5.1% | -9.1% | -13.5% |
| 3M | -5.0% | -7.2% | +2.2% | -4.4% |
| 6M | +87.6% | -20.7% | +108.3% | +94.5% |
| YTD | +84.4% | -14.2% | +98.6% | +88.2% |
| 1Y | +235.4% | -32.2% | +267.6% | +257.5% |
| 3Y | +668.0% | +11.1% | +656.8% | +629.9% |
| 5Y | +644.7% | +87.6% | +557.2% | +526.0% |
| 10Y | +1,326.7% | +302.9% | +1,023.7% | +906.0% |
| All | +8.4% | +11,371.8% | -11,363.4% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling