+665.8%
TSEM vs AUR
-35.7%
+701.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | -4.9% | +1.4% | -6.3% | -5.1% |
| 30D | -18.7% | -6.4% | -12.3% | -18.0% |
| 3M | -18.1% | +7.7% | -25.8% | -18.8% |
| 6M | +77.1% | +44.5% | +32.6% | +69.5% |
| YTD | +80.1% | +67.4% | +12.7% | +68.7% |
| 1Y | +220.4% | +15.4% | +204.9% | +212.6% |
| 3Y | +650.1% | +94.8% | +555.2% | +560.3% |
| 5Y | +628.9% | -35.1% | +664.0% | +573.5% |
| All | +665.8% | -35.7% | +701.5% | +605.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling