+684.1%
TSEM vs AUR
-35.0%
+719.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +4.7% | +11.1% | -6.4% | +3.0% |
| 30D | -14.2% | -6.9% | -7.4% | -13.4% |
| 3M | -5.0% | +5.5% | -10.6% | -5.6% |
| 6M | +87.6% | +41.0% | +46.6% | +79.9% |
| YTD | +84.4% | +69.3% | +15.2% | +72.4% |
| 1Y | +235.4% | +14.0% | +221.4% | +227.4% |
| 3Y | +668.0% | +90.1% | +577.9% | +576.7% |
| 5Y | +644.7% | -34.4% | +679.1% | +586.9% |
| All | +684.1% | -35.0% | +719.1% | +621.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling