+1,255.2%
TSEM vs TRU
+228.6%
+1,026.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.3% |
| 7D | +10.4% | -7.2% | +17.6% | +12.7% |
| 30D | -12.9% | -2.8% | -10.1% | -12.7% |
| 3M | -9.2% | +13.0% | -22.2% | -15.3% |
| 6M | +98.8% | +0.7% | +98.1% | +91.4% |
| YTD | +87.2% | -9.0% | +96.2% | +84.8% |
| 1Y | +239.0% | -16.3% | +255.3% | +242.4% |
| 3Y | +679.5% | -1.1% | +680.6% | +612.0% |
| 5Y | +667.3% | -36.0% | +703.3% | +733.2% |
| 10Y | +1,301.0% | +139.9% | +1,161.1% | +677.1% |
| All | +1,255.2% | +228.6% | +1,026.7% | +555.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling