+663.0%
TSEM vs IP
-17.2%
+680.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.2% | +5.7% | +7.5% |
| 7D | +6.9% | -5.3% | +12.2% | +7.8% |
| 30D | +5.3% | -10.9% | +16.2% | +7.1% |
| 3M | -14.9% | +11.2% | -26.1% | -17.2% |
| 6M | +80.0% | -10.2% | +90.3% | +82.3% |
| YTD | +89.4% | -2.0% | +91.3% | +87.4% |
| 1Y | +253.1% | -19.1% | +272.2% | +263.4% |
| 3Y | +642.1% | +20.9% | +621.3% | +608.9% |
| All | +663.0% | -17.2% | +680.2% | +675.6% |
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