+220.4%
TSEM vs IRM
+22.0%
+198.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.4% | +0.2% |
| 7D | -4.9% | -1.4% | -3.4% | -3.9% |
| 30D | -18.7% | -7.4% | -11.4% | -14.0% |
| 3M | -18.1% | -7.4% | -10.8% | -13.6% |
| 6M | +77.1% | +8.7% | +68.4% | +72.6% |
| YTD | +80.1% | +40.9% | +39.2% | +59.7% |
| 1Y | +220.4% | +20.5% | +199.9% | +187.7% |
| All | +220.4% | +22.0% | +198.4% | +187.7% |
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