+371.8%
TSEM vs SARO
-23.7%
+395.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.6% | -2.9% |
| 7D | +0.9% | -4.0% | +4.9% | +2.8% |
| 30D | -16.6% | -16.1% | -0.5% | -10.1% |
| 3M | -10.9% | -4.5% | -6.4% | -10.2% |
| 6M | +78.0% | -17.0% | +95.1% | +88.3% |
| YTD | +77.2% | -17.5% | +94.7% | +87.2% |
| 1Y | +207.6% | -12.3% | +219.8% | +213.5% |
| All | +371.8% | -23.7% | +395.5% | +375.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling