+80.5%
TSEM vs SARO
-7.8%
+88.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.9% | -10.6% | -9.3% |
| 7D | -23.1% | +15.8% | -38.9% | -26.7% |
| 30D | -40.4% | +22.2% | -62.6% | -44.2% |
| 3M | -37.9% | -16.2% | -21.7% | -34.2% |
| 6M | -30.8% | +4.6% | -35.4% | -35.2% |
| YTD | +26.7% | -10.4% | +37.1% | +25.0% |
| 1Y | +80.5% | -6.5% | +87.0% | +72.7% |
| All | +80.5% | -7.8% | +88.3% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling