+80.5%
TSEM vs RUN
-53.7%
+134.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.3% | -10.0% | -9.1% |
| 7D | -23.1% | +18.5% | -41.6% | -26.8% |
| 30D | -40.4% | +15.5% | -55.9% | -43.0% |
| 3M | -37.9% | -20.3% | -17.6% | -34.2% |
| 6M | -30.8% | -30.8% | 0.0% | -24.0% |
| YTD | +26.7% | -52.2% | +79.0% | +39.1% |
| 1Y | +80.5% | -53.9% | +134.4% | +98.5% |
| All | +80.5% | -53.7% | +134.2% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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