+253.1%
TSEM vs AUR
+11.8%
+241.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.5% | +7.7% |
| 7D | +6.9% | +8.7% | -1.9% | +2.5% |
| 30D | +5.3% | -5.2% | +10.5% | +7.9% |
| 3M | -14.9% | -7.3% | -7.6% | -11.9% |
| 6M | +80.0% | +41.2% | +38.8% | +62.7% |
| YTD | +89.4% | +65.1% | +24.2% | +63.1% |
| 1Y | +253.1% | +13.4% | +239.7% | +220.3% |
| All | +253.1% | +11.8% | +241.3% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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