+299.0%
TSEM vs URI
+203.0%
+96.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.3% | -5.7% | -6.5% |
| 7D | +7.0% | +6.7% | +0.2% | +4.9% |
| 30D | -29.8% | +8.9% | -38.6% | -31.3% |
| 3M | -41.9% | +0.5% | -42.5% | -41.7% |
| 6M | -45.8% | +20.7% | -66.4% | -48.1% |
| YTD | +25.1% | +40.0% | -14.9% | +12.2% |
| 1Y | +48.2% | +34.4% | +13.8% | +34.7% |
| 3Y | +476.5% | +149.5% | +327.0% | +336.9% |
| All | +299.0% | +203.0% | +96.0% | +191.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling