+492.8%
TSEM vs URA
-50.4%
+543.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -1.6% |
| 7D | -9.5% | +0.3% | -9.8% | -9.2% |
| 30D | -35.5% | -14.8% | -20.7% | -30.3% |
| 3M | -41.6% | -25.3% | -16.3% | -33.3% |
| 6M | -30.1% | -39.9% | +9.9% | -12.4% |
| YTD | +25.7% | -22.4% | +48.1% | +42.5% |
| 1Y | +50.5% | -29.0% | +79.4% | +76.3% |
| 3Y | +501.7% | +41.0% | +460.7% | +432.4% |
| 5Y | +310.9% | +38.3% | +272.6% | +246.2% |
| 10Y | +849.8% | +276.1% | +573.8% | +390.7% |
| All | +492.8% | -50.4% | +543.2% | +501.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling