+272.2%
TSEM vs IP
-12.5%
+284.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -4.0% | -8.0% | -11.3% |
| 7D | -30.3% | -5.0% | -25.3% | -29.7% |
| 30D | -49.3% | +6.5% | -55.8% | -49.9% |
| 3M | -38.0% | -18.0% | -19.9% | -36.1% |
| 6M | -41.9% | +10.3% | -52.2% | -43.8% |
| YTD | +11.6% | -9.9% | +21.4% | +11.7% |
| 1Y | +50.5% | -1.1% | +51.5% | +47.1% |
| 3Y | +445.3% | +13.0% | +432.3% | +423.2% |
| 5Y | +272.2% | -12.3% | +284.5% | +292.5% |
| All | +272.2% | -12.5% | +284.7% | +292.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling