+1,282.5%
TSEM vs IRM
+440.8%
+841.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.4% | +0.9% |
| 7D | -4.9% | -1.4% | -3.4% | -4.3% |
| 30D | -18.7% | -7.4% | -11.4% | -16.3% |
| 3M | -18.1% | -7.4% | -10.8% | -15.7% |
| 6M | +77.1% | +8.7% | +68.4% | +73.7% |
| YTD | +80.1% | +40.9% | +39.2% | +62.7% |
| 1Y | +220.4% | +20.5% | +199.9% | +202.7% |
| 3Y | +650.1% | +101.7% | +548.4% | +507.6% |
| 5Y | +628.9% | +197.7% | +431.2% | +418.0% |
| All | +1,282.5% | +440.8% | +841.7% | +666.2% |
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 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