+786.5%
TSEM vs IRM
+520.0%
+266.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.7% |
| 7D | +7.0% | +6.8% | +0.2% | +4.4% |
| 30D | -29.8% | +2.6% | -32.4% | -30.0% |
| 3M | -41.9% | -9.5% | -32.5% | -39.2% |
| 6M | -45.8% | -8.5% | -37.3% | -43.3% |
| YTD | +25.1% | +40.3% | -15.2% | +13.9% |
| 1Y | +48.2% | +28.7% | +19.6% | +38.7% |
| 3Y | +476.5% | +111.8% | +364.7% | +363.5% |
| 5Y | +301.4% | +189.1% | +112.3% | +188.9% |
| All | +786.5% | +520.0% | +266.5% | +391.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling