+48.2%
TSEM vs URA
-29.3%
+77.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.3% | -5.6% |
| 7D | +7.0% | -1.5% | +8.5% | +8.7% |
| 30D | -29.8% | -10.4% | -19.4% | -21.7% |
| 3M | -41.9% | -29.6% | -12.3% | -22.1% |
| 6M | -45.8% | -40.3% | -5.5% | -19.3% |
| YTD | +25.1% | -25.5% | +50.6% | +60.5% |
| 1Y | +48.2% | -26.4% | +74.7% | +91.4% |
| All | +48.2% | -29.3% | +77.5% | +91.4% |
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