+617.0%
TSEM vs JAAA
+26.8%
+590.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +0.9% | +0.1% | +0.8% | +0.7% |
| 30D | -16.6% | +0.4% | -17.1% | -17.6% |
| 3M | -10.9% | +1.2% | -12.1% | -13.6% |
| 6M | +78.0% | +2.7% | +75.4% | +66.5% |
| YTD | +77.2% | +3.2% | +74.0% | +64.1% |
| 1Y | +207.6% | +4.8% | +202.7% | +176.2% |
| 3Y | +637.8% | +19.0% | +618.9% | +516.1% |
| 5Y | +617.0% | +26.8% | +590.2% | +494.5% |
| All | +617.0% | +26.8% | +590.2% | +494.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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