+11.3%
TSEM vs TRMB
+2,382.2%
-2,370.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.0% | +8.9% | +8.1% |
| 7D | +6.9% | -2.5% | +9.4% | +7.5% |
| 30D | +5.3% | +1.5% | +3.8% | +4.7% |
| 3M | -14.9% | +6.8% | -21.7% | -17.1% |
| 6M | +80.0% | -14.9% | +95.0% | +85.4% |
| YTD | +89.4% | -24.1% | +113.5% | +99.8% |
| 1Y | +253.1% | -25.4% | +278.5% | +274.7% |
| 3Y | +642.1% | +8.0% | +634.1% | +619.8% |
| 5Y | +659.1% | -37.3% | +696.4% | +722.4% |
| 10Y | +1,291.4% | +116.8% | +1,174.6% | +1,030.9% |
| All | +11.3% | +2,382.2% | -2,370.9% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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