+80.5%
TSEM vs AUR
-17.4%
+97.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.4% | -4.3% | -6.5% |
| 7D | -23.1% | -19.8% | -3.3% | -14.3% |
| 30D | -40.4% | -29.0% | -11.3% | -29.5% |
| 3M | -37.9% | -43.6% | +5.7% | -17.9% |
| 6M | -30.8% | -36.6% | +5.8% | -12.4% |
| YTD | +26.7% | +6.3% | +20.5% | +31.0% |
| 1Y | +80.5% | -9.0% | +89.5% | +98.0% |
| All | +80.5% | -17.4% | +97.9% | +98.0% |
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