+207.6%
TSEM vs UL
-10.0%
+217.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -5.2% |
| 7D | +0.9% | -4.1% | +5.0% | -3.0% |
| 30D | -16.6% | -1.2% | -15.4% | -17.2% |
| 3M | -10.9% | +6.0% | -16.9% | -4.8% |
| 6M | +78.0% | -5.5% | +83.5% | +83.1% |
| YTD | +77.2% | -3.3% | +80.5% | +84.2% |
| 1Y | +207.6% | -9.8% | +217.4% | +207.9% |
| All | +207.6% | -10.0% | +217.5% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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