+253.1%
TSEM vs SARO
-7.4%
+260.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.7% | +7.2% | +7.6% |
| 7D | +6.9% | -0.8% | +7.7% | +7.2% |
| 30D | +5.3% | -20.0% | +25.3% | +13.6% |
| 3M | -14.9% | -2.9% | -12.0% | -15.6% |
| 6M | +80.0% | -17.7% | +97.7% | +90.9% |
| YTD | +89.4% | -13.5% | +102.8% | +91.6% |
| 1Y | +253.1% | -9.7% | +262.8% | +241.0% |
| All | +253.1% | -7.4% | +260.5% | +241.0% |
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