+617.0%
TSEM vs RUN
-81.3%
+698.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -3.7% |
| 7D | +0.9% | -3.4% | +4.3% | +1.4% |
| 30D | -16.6% | -14.0% | -2.7% | -15.0% |
| 3M | -10.9% | -27.5% | +16.6% | -7.1% |
| 6M | +78.0% | -29.0% | +107.0% | +86.1% |
| YTD | +77.2% | -53.1% | +130.3% | +90.3% |
| 1Y | +207.6% | -46.7% | +254.3% | +224.4% |
| 3Y | +637.8% | -38.3% | +676.1% | +578.6% |
| 5Y | +617.0% | -80.7% | +697.7% | +612.8% |
| All | +617.0% | -81.3% | +698.2% | +612.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling