+158.9%
TSEM vs TRI
+518.6%
-359.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | +0.7% |
| 7D | +10.4% | -7.1% | +17.5% | +12.4% |
| 30D | -12.9% | -2.3% | -10.6% | -13.1% |
| 3M | -9.2% | +19.6% | -28.7% | -17.0% |
| 6M | +98.8% | -8.7% | +107.5% | +95.0% |
| YTD | +87.2% | -22.3% | +109.5% | +91.8% |
| 1Y | +239.0% | -40.7% | +279.6% | +286.5% |
| 3Y | +679.5% | -17.8% | +697.3% | +660.7% |
| 5Y | +667.3% | -8.5% | +675.8% | +604.6% |
| 10Y | +1,301.0% | +192.6% | +1,108.4% | +664.1% |
| All | +158.9% | +518.6% | -359.7% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling