+299.0%
TSEM vs RUN
-85.3%
+384.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.3% | -8.2% | -7.1% |
| 7D | +7.0% | -13.5% | +20.5% | +8.9% |
| 30D | -29.8% | +18.3% | -48.1% | -31.9% |
| 3M | -41.9% | -12.5% | -29.5% | -41.3% |
| 6M | -45.8% | -40.3% | -5.4% | -42.6% |
| YTD | +25.1% | -53.1% | +78.2% | +33.4% |
| 1Y | +48.2% | -54.3% | +102.5% | +58.2% |
| 3Y | +476.5% | -6.5% | +483.0% | +405.5% |
| All | +299.0% | -85.3% | +384.3% | +306.0% |
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