+644.7%
TSEM vs IAG
+804.8%
-160.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.7% |
| 7D | +4.7% | +1.7% | +3.0% | +4.5% |
| 30D | -14.2% | +11.4% | -25.7% | -15.6% |
| 3M | -5.0% | +33.0% | -38.1% | -8.6% |
| 6M | +87.6% | -6.0% | +93.6% | +86.3% |
| YTD | +84.4% | +24.6% | +59.9% | +77.2% |
| 1Y | +235.4% | +105.0% | +130.4% | +207.5% |
| 3Y | +668.0% | +837.9% | -169.9% | +535.0% |
| 5Y | +644.7% | +817.0% | -172.2% | +515.9% |
| All | +644.7% | +804.8% | -160.1% | +515.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling