+273.0%
TSEM vs URA
+33.4%
+239.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.4% | +0.5% | +2.8% |
| 7D | -17.5% | -4.1% | -13.4% | -15.6% |
| 30D | -44.7% | -19.0% | -25.7% | -38.7% |
| 3M | -38.9% | -25.1% | -13.7% | -29.9% |
| 6M | -36.7% | -44.5% | +7.8% | -18.2% |
| YTD | +17.0% | -24.3% | +41.3% | +35.6% |
| 1Y | +62.8% | -28.1% | +90.9% | +92.2% |
| 3Y | +471.3% | +40.7% | +430.6% | +442.5% |
| All | +273.0% | +33.4% | +239.6% | +239.3% |
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