+1,326.7%
TSEM vs URA
+369.2%
+957.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -0.9% |
| 7D | +4.7% | +5.7% | -1.0% | +2.3% |
| 30D | -14.2% | +5.6% | -19.8% | -16.3% |
| 3M | -5.0% | +6.2% | -11.3% | -6.9% |
| 6M | +87.6% | -8.2% | +95.8% | +94.5% |
| YTD | +84.4% | +9.7% | +74.8% | +79.1% |
| 1Y | +235.4% | +17.0% | +218.4% | +215.9% |
| 3Y | +668.0% | +118.5% | +549.5% | +466.0% |
| 5Y | +644.7% | +134.3% | +510.4% | +393.7% |
| 10Y | +1,326.7% | +377.5% | +949.2% | +515.2% |
| All | +1,326.7% | +369.2% | +957.4% | +515.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling