+67.6%
UBER vs TSEM
+712.0%
-644.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.8% | +2.6% |
| 7D | +1.6% | +7.0% | -5.3% | -0.4% |
| 30D | +0.6% | -29.8% | +30.3% | +8.4% |
| 3M | -8.2% | -41.9% | +33.8% | +2.7% |
| 6M | -6.7% | -45.8% | +39.0% | +2.0% |
| YTD | -14.7% | +25.1% | -39.8% | -34.4% |
| 1Y | -24.1% | +48.2% | -72.3% | -45.7% |
| 3Y | +33.4% | +476.5% | -443.1% | -50.9% |
| 5Y | +54.5% | +301.4% | -247.0% | -34.7% |
| All | +67.6% | +712.0% | -644.4% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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