+770.9%
TSEM vs URI
+1,222.7%
-451.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.4% |
| 7D | -17.5% | -9.8% | -7.7% | -14.2% |
| 30D | -44.7% | +1.7% | -46.4% | -44.9% |
| 3M | -38.9% | -9.1% | -29.8% | -36.6% |
| 6M | -36.7% | +9.9% | -46.5% | -38.4% |
| YTD | +17.0% | +31.2% | -14.3% | +4.5% |
| 1Y | +62.8% | +25.9% | +36.9% | +47.8% |
| 3Y | +471.3% | +147.4% | +323.9% | +298.7% |
| 5Y | +290.3% | +179.7% | +110.5% | +148.8% |
| All | +770.9% | +1,222.7% | -451.8% | +223.9% |
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