+1,496.1%
TSEM vs RUN
-31.9%
+1,528.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.4% | +8.3% | +7.9% |
| 7D | +6.9% | +1.3% | +5.6% | +6.7% |
| 30D | +5.3% | -15.3% | +20.6% | +7.7% |
| 3M | -14.9% | -40.0% | +25.1% | -8.4% |
| 6M | +80.0% | -27.0% | +107.0% | +88.3% |
| YTD | +89.4% | -51.7% | +141.0% | +104.8% |
| 1Y | +253.1% | -45.9% | +299.0% | +273.4% |
| 3Y | +642.1% | -43.8% | +685.9% | +575.0% |
| 5Y | +659.1% | -80.5% | +739.6% | +641.0% |
| 10Y | +1,291.4% | +45.3% | +1,246.1% | +831.3% |
| All | +1,496.1% | -31.9% | +1,528.1% | +1,014.4% |
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