+253.1%
TSEM vs MAGS
+15.9%
+237.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.4% | +9.3% | +9.4% |
| 7D | +6.9% | +0.5% | +6.4% | +6.0% |
| 30D | +5.3% | +1.5% | +3.8% | +3.2% |
| 3M | -14.9% | +0.5% | -15.4% | -15.1% |
| 6M | +80.0% | +11.6% | +68.4% | +57.7% |
| YTD | +89.4% | +5.3% | +84.1% | +77.5% |
| 1Y | +253.1% | +14.9% | +238.2% | +234.2% |
| All | +253.1% | +15.9% | +237.2% | +234.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling