+78.0%
TSEM vs SARO
-17.8%
+95.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.6% | -3.3% |
| 7D | +0.9% | -4.0% | +4.9% | +2.0% |
| 30D | -16.6% | -16.1% | -0.5% | -13.6% |
| 3M | -10.9% | -4.5% | -6.4% | -11.2% |
| 6M | +78.0% | -17.0% | +95.1% | +85.9% |
| All | +78.0% | -17.8% | +95.8% | +85.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling