+98.4%
TSEM vs IRE
-97.7%
+196.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -15.8% | +12.7% | -0.5% |
| 7D | -9.5% | -41.9% | +32.4% | -3.1% |
| 30D | -35.5% | -75.1% | +39.6% | -22.6% |
| 3M | -41.6% | -82.4% | +40.8% | -27.7% |
| 6M | -30.1% | -95.5% | +65.5% | -4.7% |
| YTD | +25.7% | -93.1% | +118.8% | +55.4% |
| 1Y | +50.5% | -97.8% | +148.2% | +98.4% |
| All | +98.4% | -97.7% | +196.1% | +156.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling