+954.5%
TSEM vs RUN
-33.9%
+988.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.3% | -8.2% | -7.1% |
| 7D | +7.0% | -13.5% | +20.5% | +9.1% |
| 30D | -29.8% | +18.3% | -48.1% | -32.1% |
| 3M | -41.9% | -12.5% | -29.5% | -41.3% |
| 6M | -45.8% | -40.3% | -5.4% | -42.1% |
| YTD | +25.1% | -53.1% | +78.2% | +34.8% |
| 1Y | +48.2% | -54.3% | +102.5% | +60.0% |
| 3Y | +476.5% | -6.5% | +483.0% | +386.2% |
| 5Y | +301.4% | -85.3% | +386.7% | +308.9% |
| 10Y | +812.9% | +68.9% | +744.0% | +503.6% |
| All | +954.5% | -33.9% | +988.4% | +633.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling