+650.1%
TSEM vs ULTA
+31.2%
+618.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.2% |
| 7D | -4.9% | -3.1% | -1.8% | -4.2% |
| 30D | -18.7% | +2.8% | -21.5% | -19.3% |
| 3M | -18.1% | +14.8% | -32.9% | -20.6% |
| 6M | +77.1% | -16.2% | +93.3% | +83.1% |
| YTD | +80.1% | -9.6% | +89.8% | +82.6% |
| 1Y | +220.4% | +4.8% | +215.6% | +212.1% |
| 3Y | +650.1% | +30.7% | +619.4% | +532.1% |
| All | +650.1% | +31.2% | +618.8% | +532.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling