+444.9%
TSEM vs IP
+12.9%
+431.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -4.0% | -8.0% | -11.4% |
| 7D | -30.3% | -5.0% | -25.3% | -29.8% |
| 30D | -49.3% | +6.5% | -55.8% | -49.8% |
| 3M | -38.0% | -18.0% | -19.9% | -36.4% |
| 6M | -41.9% | +10.3% | -52.2% | -43.7% |
| YTD | +11.6% | -9.9% | +21.4% | +11.9% |
| 1Y | +50.5% | -1.1% | +51.5% | +47.0% |
| All | +444.9% | +12.9% | +431.9% | +462.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling