-36.7%
TSEM vs URI
+12.1%
-48.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.0% |
| 7D | -17.5% | -9.8% | -7.7% | -10.6% |
| 30D | -44.7% | +1.7% | -46.4% | -44.4% |
| 3M | -38.9% | -9.1% | -29.8% | -33.9% |
| 6M | -36.7% | +9.9% | -46.5% | -28.0% |
| All | -36.7% | +12.1% | -48.8% | -28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling