-26.5%
TSEM vs TRMB
+2,222.4%
-2,248.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.6% | -6.9% |
| 7D | +7.0% | +2.8% | +4.1% | +6.3% |
| 30D | -29.8% | -5.9% | -23.9% | -28.8% |
| 3M | -41.9% | -3.3% | -38.6% | -41.6% |
| 6M | -45.8% | +1.3% | -47.1% | -46.6% |
| YTD | +25.1% | -29.0% | +54.1% | +34.0% |
| 1Y | +48.2% | -27.8% | +76.0% | +58.3% |
| 3Y | +476.5% | +36.3% | +440.2% | +431.1% |
| 5Y | +301.4% | -35.8% | +337.3% | +332.3% |
| 10Y | +812.9% | +103.1% | +709.9% | +653.6% |
| All | -26.5% | +2,222.4% | -2,248.8% | -65.0% |
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