+239.0%
TSEM vs URA
+20.2%
+218.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.3% | -3.2% |
| 7D | +10.4% | +8.1% | +2.3% | +4.9% |
| 30D | -12.9% | +5.8% | -18.7% | -16.4% |
| 3M | -9.2% | +3.4% | -12.6% | -11.4% |
| 6M | +98.8% | -2.6% | +101.4% | +98.5% |
| YTD | +87.2% | +11.2% | +76.0% | +79.7% |
| 1Y | +239.0% | +19.8% | +219.1% | +238.1% |
| All | +239.0% | +20.2% | +218.8% | +238.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling