+95.9%
TSEM vs IAG
+303.8%
-208.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.0% | -7.1% |
| 7D | +7.0% | -7.7% | +14.6% | +7.8% |
| 30D | -29.8% | +1.6% | -31.4% | -29.9% |
| 3M | -41.9% | -2.4% | -39.5% | -41.9% |
| 6M | -45.8% | -7.8% | -37.9% | -45.4% |
| YTD | +25.1% | +5.0% | +20.1% | +23.4% |
| 1Y | +48.2% | +25.7% | +22.5% | +43.8% |
| 3Y | +476.5% | +694.5% | -218.0% | +369.0% |
| 5Y | +301.4% | +421.7% | -120.2% | +227.6% |
| 10Y | +812.9% | +382.5% | +430.5% | +609.2% |
| All | +95.9% | +303.8% | -208.0% | +97.5% |
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