-45.8%
TSEM vs IAG
-8.3%
-37.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.0% | -7.5% |
| 7D | +7.0% | -7.7% | +14.6% | +11.1% |
| 30D | -29.8% | +1.6% | -31.4% | -30.2% |
| 3M | -41.9% | -2.4% | -39.5% | -41.9% |
| 6M | -45.8% | -7.8% | -37.9% | -45.1% |
| All | -45.8% | -8.3% | -37.4% | -45.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling