+1,259.9%
TSEM vs RUN
+43.4%
+1,216.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -3.6% |
| 7D | +0.9% | -3.4% | +4.3% | +1.4% |
| 30D | -16.6% | -14.0% | -2.7% | -14.7% |
| 3M | -10.9% | -27.5% | +16.6% | -6.3% |
| 6M | +78.0% | -29.0% | +107.0% | +87.6% |
| YTD | +77.2% | -53.1% | +130.3% | +93.5% |
| 1Y | +207.6% | -46.7% | +254.3% | +227.7% |
| 3Y | +637.8% | -38.3% | +676.1% | +552.6% |
| 5Y | +617.0% | -80.7% | +697.7% | +599.7% |
| All | +1,259.9% | +43.4% | +1,216.6% | +659.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling