+207.6%
TSEM vs IAG
+94.1%
+113.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -3.3% |
| 7D | +0.9% | -4.1% | +5.0% | +2.1% |
| 30D | -16.6% | +10.6% | -27.3% | -19.3% |
| 3M | -10.9% | +35.4% | -46.3% | -18.7% |
| 6M | +78.0% | -9.5% | +87.6% | +75.4% |
| YTD | +77.2% | +21.8% | +55.4% | +57.5% |
| 1Y | +207.6% | +84.1% | +123.4% | +126.0% |
| All | +207.6% | +94.1% | +113.5% | +126.0% |
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