+220.4%
TSEM vs ULTA
+5.8%
+214.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.4% |
| 7D | -4.9% | -3.1% | -1.8% | -4.5% |
| 30D | -18.7% | +2.8% | -21.5% | -18.7% |
| 3M | -18.1% | +14.8% | -32.9% | -19.0% |
| 6M | +77.1% | -16.2% | +93.3% | +81.6% |
| YTD | +80.1% | -9.6% | +89.8% | +81.7% |
| 1Y | +220.4% | +4.8% | +215.6% | +211.4% |
| All | +220.4% | +5.8% | +214.6% | +211.4% |
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