-24.9%
TSEM vs IRM
+9,964.6%
-9,989.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.6% | +6.2% | +7.4% |
| 7D | +6.9% | -0.5% | +7.3% | +7.0% |
| 30D | +5.3% | -8.1% | +13.4% | +7.9% |
| 3M | -14.9% | -9.7% | -5.2% | -12.2% |
| 6M | +80.0% | +10.0% | +70.0% | +76.5% |
| YTD | +89.4% | +43.0% | +46.4% | +72.5% |
| 1Y | +253.1% | +32.7% | +220.4% | +227.4% |
| 3Y | +642.1% | +102.7% | +539.4% | +512.2% |
| 5Y | +659.1% | +187.6% | +471.5% | +460.2% |
| 10Y | +1,291.4% | +420.1% | +871.3% | +744.0% |
| All | -24.9% | +9,964.6% | -9,989.5% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling