+50.5%
TSEM vs IP
-3.2%
+53.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -3.1% |
| 7D | -9.5% | 0.0% | -9.5% | -9.5% |
| 30D | -35.5% | +9.4% | -44.8% | -35.5% |
| 3M | -41.6% | -14.1% | -27.5% | -42.1% |
| 6M | -30.1% | +9.2% | -39.2% | -30.7% |
| YTD | +25.7% | -7.5% | +33.2% | +28.6% |
| 1Y | +50.5% | -2.8% | +53.3% | +53.0% |
| All | +50.5% | -3.2% | +53.7% | +53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling