+80.5%
TSEM vs TRU
+2.1%
+78.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.6% | -13.3% | -6.7% |
| 7D | -23.1% | +10.5% | -33.6% | -19.3% |
| 30D | -40.4% | +28.7% | -69.1% | -33.6% |
| 3M | -37.9% | +0.7% | -38.5% | -36.9% |
| 6M | -30.8% | +19.3% | -50.1% | -25.6% |
| YTD | +26.7% | -3.7% | +30.5% | +37.0% |
| 1Y | +80.5% | +3.4% | +77.1% | +92.2% |
| All | +80.5% | +2.1% | +78.4% | +92.2% |
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