+299.0%
TSEM vs TRU
-26.5%
+325.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.1% | -7.0% |
| 7D | +7.0% | 0.0% | +6.9% | +7.0% |
| 30D | -29.8% | +21.3% | -51.1% | -32.4% |
| 3M | -41.9% | +0.2% | -42.2% | -42.5% |
| 6M | -45.8% | +22.4% | -68.1% | -49.4% |
| YTD | +25.1% | -4.8% | +29.9% | +23.2% |
| 1Y | +48.2% | -0.2% | +48.4% | +43.8% |
| 3Y | +476.5% | +57.9% | +418.6% | +404.4% |
| All | +299.0% | -26.5% | +325.5% | +385.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling