+769.2%
TSEM vs IP
+26.3%
+743.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.6% |
| 7D | -17.5% | -5.1% | -12.4% | -16.2% |
| 30D | -44.7% | +8.5% | -53.2% | -46.1% |
| 3M | -38.9% | -13.8% | -25.0% | -36.2% |
| 6M | -36.7% | +5.7% | -42.4% | -39.0% |
| YTD | +17.0% | -9.1% | +26.1% | +16.4% |
| 1Y | +62.8% | -0.8% | +63.6% | +56.6% |
| 3Y | +471.3% | +14.8% | +456.5% | +399.7% |
| 5Y | +290.3% | -11.5% | +301.8% | +270.9% |
| All | +769.2% | +26.3% | +743.0% | +566.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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