+11.3%
TSEM vs UL
+1,474.7%
-1,463.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.1% | +7.9% | +7.9% |
| 7D | +6.9% | -1.3% | +8.2% | +7.3% |
| 30D | +5.3% | +0.5% | +4.8% | +4.9% |
| 3M | -14.9% | +17.6% | -32.5% | -20.3% |
| 6M | +80.0% | -5.4% | +85.4% | +79.8% |
| YTD | +89.4% | +0.7% | +88.7% | +84.7% |
| 1Y | +253.1% | -9.3% | +262.3% | +254.9% |
| 3Y | +642.1% | +24.5% | +617.6% | +557.0% |
| 5Y | +659.1% | +23.2% | +635.9% | +561.2% |
| 10Y | +1,291.4% | +64.5% | +1,226.9% | +965.9% |
| All | +11.3% | +1,474.7% | -1,463.4% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling