+220.4%
TSEM vs SARO
-10.7%
+231.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.0% |
| 7D | -4.9% | -3.1% | -1.8% | -3.7% |
| 30D | -18.7% | -12.2% | -6.5% | -14.7% |
| 3M | -18.1% | -7.4% | -10.8% | -17.1% |
| 6M | +77.1% | -15.3% | +92.4% | +83.1% |
| YTD | +80.1% | -16.2% | +96.3% | +84.2% |
| 1Y | +220.4% | -12.1% | +232.5% | +211.3% |
| All | +220.4% | -10.7% | +231.1% | +211.3% |
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