+195.5%
TSEM vs IRE
-82.8%
+278.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.2% | -11.4% | -2.5% |
| 7D | +10.4% | +58.9% | -48.5% | +3.3% |
| 30D | -12.9% | +17.2% | -30.1% | -16.1% |
| 3M | -9.2% | -58.6% | +49.4% | -5.4% |
| 6M | +98.8% | -23.5% | +122.2% | +84.8% |
| YTD | +87.2% | -47.4% | +134.6% | +77.4% |
| All | +195.5% | -82.8% | +278.3% | +193.3% |
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