-45.8%
TSEM vs TRU
+19.3%
-65.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.1% | -6.9% |
| 7D | +7.0% | 0.0% | +6.9% | +6.8% |
| 30D | -29.8% | +21.3% | -51.1% | -18.1% |
| 3M | -41.9% | +0.2% | -42.2% | -42.9% |
| 6M | -45.8% | +22.4% | -68.1% | -36.0% |
| All | -45.8% | +19.3% | -65.1% | -36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling