+80.5%
TSEM vs ULTA
+27.7%
+52.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.1% | -12.8% | -8.8% |
| 7D | -23.1% | +6.7% | -29.8% | -23.2% |
| 30D | -40.4% | +21.7% | -62.1% | -41.2% |
| 3M | -37.9% | +21.5% | -59.4% | -38.5% |
| 6M | -30.8% | +27.5% | -58.4% | -31.3% |
| YTD | +26.7% | +9.2% | +17.5% | +26.1% |
| 1Y | +80.5% | +27.9% | +52.6% | +69.3% |
| All | +80.5% | +27.7% | +52.8% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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