+655.9%
TSEM vs IRM
+192.6%
+463.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.9% |
| 7D | +10.4% | +1.6% | +8.8% | +9.7% |
| 30D | -12.9% | -4.2% | -8.8% | -11.2% |
| 3M | -9.2% | -5.4% | -3.8% | -7.0% |
| 6M | +98.8% | +12.0% | +86.7% | +92.8% |
| YTD | +87.2% | +42.0% | +45.2% | +67.7% |
| 1Y | +239.0% | +29.9% | +209.1% | +210.9% |
| 3Y | +679.5% | +104.4% | +575.1% | +540.3% |
| All | +655.9% | +192.6% | +463.3% | +439.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling