+1,282.5%
TSEM vs TRI
+196.2%
+1,086.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | -0.1% | +1.5% |
| 7D | -4.9% | -7.9% | +3.0% | -4.2% |
| 30D | -18.7% | -4.5% | -14.2% | -18.7% |
| 3M | -18.1% | +22.1% | -40.2% | -21.5% |
| 6M | +77.1% | -2.8% | +79.9% | +77.1% |
| YTD | +80.1% | -23.4% | +103.6% | +94.3% |
| 1Y | +220.4% | -41.5% | +261.9% | +285.7% |
| 3Y | +650.1% | -19.2% | +669.3% | +661.9% |
| 5Y | +628.9% | -9.4% | +638.3% | +588.7% |
| All | +1,282.5% | +196.2% | +1,086.3% | +670.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling