+663.0%
TSEM vs URA
+128.0%
+535.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.8% | +7.1% | +7.5% |
| 7D | +6.9% | +1.1% | +5.8% | +6.5% |
| 30D | +5.3% | +7.4% | -2.1% | +2.4% |
| 3M | -14.9% | -8.4% | -6.5% | -11.8% |
| 6M | +80.0% | -12.7% | +92.7% | +89.1% |
| YTD | +89.4% | +7.8% | +81.6% | +86.7% |
| 1Y | +253.1% | +19.5% | +233.6% | +236.5% |
| 3Y | +642.1% | +116.4% | +525.7% | +500.2% |
| All | +663.0% | +128.0% | +535.0% | +496.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling