+617.0%
TSEM vs TRI
-11.1%
+628.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -4.1% |
| 7D | +0.9% | -14.4% | +15.3% | -1.2% |
| 30D | -16.6% | -8.1% | -8.5% | -17.4% |
| 3M | -10.9% | +17.5% | -28.4% | -8.6% |
| 6M | +78.0% | -5.0% | +83.0% | +86.1% |
| YTD | +77.2% | -24.7% | +101.9% | +96.5% |
| 1Y | +207.6% | -41.5% | +249.1% | +268.6% |
| 3Y | +637.8% | -20.3% | +658.2% | +679.1% |
| 5Y | +617.0% | -10.9% | +627.9% | +622.1% |
| All | +617.0% | -11.1% | +628.1% | +622.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling