+253.1%
TSEM vs IAG
+119.5%
+133.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.2% | +10.0% | +8.5% |
| 7D | +6.9% | -0.5% | +7.4% | +6.9% |
| 30D | +5.3% | +28.9% | -23.6% | -2.5% |
| 3M | -14.9% | +19.1% | -34.1% | -20.2% |
| 6M | +80.0% | -10.3% | +90.3% | +77.8% |
| YTD | +89.4% | +24.2% | +65.2% | +67.3% |
| 1Y | +253.1% | +116.5% | +136.6% | +149.6% |
| All | +253.1% | +119.5% | +133.6% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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