+80.0%
TSEM vs IAU
-14.2%
+94.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.8% | +8.7% | +8.2% |
| 7D | +6.9% | -0.5% | +7.4% | +7.1% |
| 30D | +5.3% | +4.4% | +0.9% | +3.6% |
| 3M | -14.9% | -1.1% | -13.9% | -14.3% |
| 6M | +80.0% | -13.7% | +93.8% | +83.3% |
| All | +80.0% | -14.2% | +94.3% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 6mo: compounded portfolio wealth divided by compounded IAU 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…
6mo analysis · Full analysis span regression · 6 months rolling