+700.6%
IYR vs TSEM
-45.1%
+745.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.8% | -8.6% | -1.3% |
| 7D | -1.2% | +6.9% | -8.1% | -1.8% |
| 30D | -2.9% | +5.3% | -8.2% | -3.5% |
| 3M | +0.8% | -14.9% | +15.7% | +1.0% |
| 6M | +1.9% | +80.0% | -78.2% | -5.1% |
| YTD | +9.6% | +89.4% | -79.7% | +1.4% |
| 1Y | +8.1% | +253.1% | -245.0% | -5.7% |
| 3Y | +29.2% | +642.1% | -612.9% | +4.2% |
| 5Y | +4.3% | +659.1% | -654.8% | -16.8% |
| 10Y | +64.7% | +1,291.4% | -1,226.7% | +22.5% |
| All | +700.6% | -45.1% | +745.7% | +455.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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