+471.3%
TSEM vs URA
+36.0%
+435.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.4% | +0.5% | +2.2% |
| 7D | -17.5% | -4.1% | -13.4% | -15.0% |
| 30D | -44.7% | -19.0% | -25.7% | -36.7% |
| 3M | -38.9% | -25.1% | -13.7% | -26.9% |
| 6M | -36.7% | -44.5% | +7.8% | -11.9% |
| YTD | +17.0% | -24.3% | +41.3% | +40.8% |
| 1Y | +62.8% | -28.1% | +90.9% | +100.6% |
| 3Y | +471.3% | +40.7% | +430.6% | +440.4% |
| All | +471.3% | +36.0% | +435.3% | +440.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling