+668.0%
TSEM vs RUN
-37.3%
+705.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -0.9% |
| 7D | +4.7% | -1.8% | +6.5% | +4.9% |
| 30D | -14.2% | -10.8% | -3.4% | -13.0% |
| 3M | -5.0% | -30.2% | +25.1% | -0.6% |
| 6M | +87.6% | -22.3% | +109.9% | +94.3% |
| YTD | +84.4% | -52.2% | +136.6% | +97.0% |
| 1Y | +235.4% | -45.1% | +280.5% | +252.2% |
| All | +668.0% | -37.3% | +705.3% | +599.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling