+299.0%
TSEM vs IP
-13.5%
+312.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.4% | -7.2% |
| 7D | +7.0% | -0.3% | +7.2% | +7.0% |
| 30D | -29.8% | +7.9% | -37.7% | -30.7% |
| 3M | -41.9% | -15.3% | -26.6% | -40.5% |
| 6M | -45.8% | +10.5% | -56.3% | -47.4% |
| YTD | +25.1% | -9.4% | +34.5% | +25.2% |
| 1Y | +48.2% | -4.6% | +52.9% | +46.3% |
| 3Y | +476.5% | +21.2% | +455.3% | +445.9% |
| All | +299.0% | -13.5% | +312.6% | +324.8% |
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