+253.1%
TSEM vs TRU
-7.3%
+260.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -5.9% | +13.8% | +5.7% |
| 7D | +6.9% | -6.8% | +13.6% | +4.5% |
| 30D | +5.3% | 0.0% | +5.3% | +5.7% |
| 3M | -14.9% | +13.3% | -28.2% | -11.0% |
| 6M | +80.0% | +3.4% | +76.6% | +88.2% |
| YTD | +89.4% | -6.4% | +95.7% | +97.2% |
| 1Y | +253.1% | -9.7% | +262.8% | +266.4% |
| All | +253.1% | -7.3% | +260.4% | +266.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling