+273.0%
TSEM vs IP
-12.0%
+285.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.7% |
| 7D | -17.5% | -5.1% | -12.4% | -16.8% |
| 30D | -44.7% | +8.5% | -53.2% | -45.5% |
| 3M | -38.9% | -13.8% | -25.0% | -37.5% |
| 6M | -36.7% | +5.7% | -42.4% | -38.1% |
| YTD | +17.0% | -9.1% | +26.1% | +17.0% |
| 1Y | +62.8% | -0.8% | +63.6% | +59.2% |
| 3Y | +471.3% | +14.8% | +456.5% | +447.1% |
| All | +273.0% | -12.0% | +285.0% | +291.5% |
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