+1,301.0%
TSEM vs URI
+1,157.2%
+143.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.3% |
| 7D | +10.4% | +2.5% | +7.9% | +9.5% |
| 30D | -12.9% | -12.5% | -0.4% | -8.8% |
| 3M | -9.2% | -6.2% | -3.0% | -6.9% |
| 6M | +98.8% | +25.9% | +72.9% | +82.1% |
| YTD | +87.2% | +26.2% | +61.0% | +69.4% |
| 1Y | +239.0% | +5.5% | +233.5% | +225.7% |
| 3Y | +679.5% | +125.0% | +554.5% | +464.0% |
| 5Y | +667.3% | +210.4% | +456.8% | +373.9% |
| 10Y | +1,301.0% | +1,157.2% | +143.8% | +439.2% |
| All | +1,301.0% | +1,157.2% | +143.8% | +439.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling