+253.1%
TSEM vs IRM
+34.4%
+218.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.6% | +6.2% | +6.7% |
| 7D | +6.9% | -0.5% | +7.3% | +7.2% |
| 30D | +5.3% | -8.1% | +13.4% | +11.5% |
| 3M | -14.9% | -9.7% | -5.2% | -9.0% |
| 6M | +80.0% | +10.0% | +70.0% | +74.5% |
| YTD | +89.4% | +43.0% | +46.4% | +68.5% |
| 1Y | +253.1% | +32.7% | +220.4% | +215.2% |
| All | +253.1% | +34.4% | +218.7% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling