+852.7%
TSEM vs IP
+19.1%
+833.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | 0.0% |
| 7D | +20.5% | -0.9% | +21.4% | +20.9% |
| 30D | -29.0% | +6.7% | -35.7% | -30.5% |
| 3M | -39.4% | -16.6% | -22.8% | -36.1% |
| 6M | -28.5% | +6.0% | -34.5% | -31.2% |
| YTD | +34.4% | -10.7% | +45.1% | +34.5% |
| 1Y | +48.3% | -6.7% | +55.0% | +45.9% |
| 3Y | +543.5% | +17.1% | +526.4% | +457.8% |
| 5Y | +331.4% | -14.6% | +346.0% | +315.6% |
| All | +852.7% | +19.1% | +833.6% | +626.0% |
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