+1,282.5%
TSEM vs TRU
+147.2%
+1,135.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | -4.9% | -2.7% | -2.1% | -4.1% |
| 30D | -18.7% | -2.0% | -16.7% | -18.7% |
| 3M | -18.1% | +18.4% | -36.6% | -24.4% |
| 6M | +77.1% | +8.9% | +68.2% | +66.5% |
| YTD | +80.1% | -8.9% | +89.1% | +78.2% |
| 1Y | +220.4% | -15.9% | +236.3% | +224.0% |
| 3Y | +650.1% | -1.1% | +651.2% | +590.6% |
| 5Y | +628.9% | -35.2% | +664.1% | +693.4% |
| All | +1,282.5% | +147.2% | +1,135.3% | +762.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling