-21.0%
TSEM vs UL
+1,519.5%
-1,540.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +20.5% | -2.5% | +23.0% | +21.3% |
| 30D | -29.0% | +5.7% | -34.6% | -30.6% |
| 3M | -39.4% | +7.0% | -46.3% | -41.2% |
| 6M | -28.5% | +16.1% | -44.6% | -33.4% |
| YTD | +34.4% | +3.6% | +30.9% | +29.0% |
| 1Y | +48.3% | -1.4% | +49.7% | +44.3% |
| 3Y | +543.5% | +34.1% | +509.5% | +451.5% |
| 5Y | +331.4% | +32.0% | +299.4% | +264.2% |
| 10Y | +881.1% | +104.7% | +776.4% | +590.7% |
| All | -21.0% | +1,519.5% | -1,540.5% | -68.4% |
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