+84.6%
TSEM vs IRE
-97.2%
+181.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +39.6% | -34.7% | -1.7% |
| 7D | -17.5% | -27.2% | +9.7% | -14.9% |
| 30D | -44.7% | -75.1% | +30.4% | -33.8% |
| 3M | -38.9% | -77.9% | +39.0% | -27.0% |
| 6M | -36.7% | -94.6% | +57.9% | -16.4% |
| YTD | +17.0% | -91.5% | +108.5% | +40.3% |
| 1Y | +62.8% | -97.8% | +160.7% | +111.5% |
| All | +84.6% | -97.2% | +181.9% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling