+196.5%
TSEM vs IAG
+377.5%
-181.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.2% | +10.0% | +8.1% |
| 7D | +6.9% | -0.5% | +7.4% | +6.9% |
| 30D | +5.3% | +28.9% | -23.6% | +2.7% |
| 3M | -14.9% | +19.1% | -34.1% | -16.5% |
| 6M | +80.0% | -10.3% | +90.3% | +80.7% |
| YTD | +89.4% | +24.2% | +65.2% | +83.7% |
| 1Y | +253.1% | +116.5% | +136.6% | +225.7% |
| 3Y | +642.1% | +742.8% | -100.7% | +497.6% |
| 5Y | +659.1% | +753.3% | -94.2% | +491.2% |
| 10Y | +1,291.4% | +403.2% | +888.2% | +968.4% |
| All | +196.5% | +377.5% | -181.0% | +194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling