-50.4%
TSEM vs IRM
+9,772.9%
-9,823.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.7% |
| 7D | +7.0% | +6.8% | +0.2% | +5.0% |
| 30D | -29.8% | +2.6% | -32.4% | -30.0% |
| 3M | -41.9% | -9.5% | -32.5% | -39.8% |
| 6M | -45.8% | -8.5% | -37.3% | -43.8% |
| YTD | +25.1% | +40.3% | -15.2% | +15.4% |
| 1Y | +48.2% | +28.7% | +19.6% | +40.0% |
| 3Y | +476.5% | +111.8% | +364.7% | +374.1% |
| 5Y | +301.4% | +189.1% | +112.3% | +198.5% |
| 10Y | +812.9% | +519.8% | +293.1% | +434.5% |
| All | -50.4% | +9,772.9% | -9,823.3% | -84.8% |
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