+644.7%
TSEM vs UL
+19.6%
+625.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.9% |
| 7D | +4.7% | -3.2% | +7.9% | +3.9% |
| 30D | -14.2% | -0.6% | -13.7% | -14.2% |
| 3M | -5.0% | +9.4% | -14.5% | -3.3% |
| 6M | +87.6% | -4.1% | +91.7% | +90.3% |
| YTD | +84.4% | -2.0% | +86.4% | +87.0% |
| 1Y | +235.4% | -9.0% | +244.4% | +240.0% |
| 3Y | +668.0% | +21.8% | +646.2% | +648.6% |
| 5Y | +644.7% | +20.6% | +624.2% | +641.6% |
| All | +644.7% | +19.6% | +625.1% | +641.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling