+676.6%
TSEM vs URA
+117.9%
+558.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.8% | +7.1% | +7.4% |
| 7D | +6.9% | +1.1% | +5.8% | +6.3% |
| 30D | +5.3% | +7.4% | -2.1% | +1.3% |
| 3M | -14.9% | -8.4% | -6.5% | -10.9% |
| 6M | +80.0% | -12.7% | +92.7% | +91.5% |
| YTD | +89.4% | +7.8% | +81.6% | +84.0% |
| 1Y | +253.1% | +19.5% | +233.6% | +225.4% |
| All | +676.6% | +117.9% | +558.7% | +457.6% |
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