+75.9%
UBER vs TSEM
+1,115.1%
-1,039.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.3% | -3.2% |
| 7D | -2.8% | +10.4% | -13.2% | -5.5% |
| 30D | -2.5% | -12.9% | +10.4% | +0.6% |
| 3M | +4.4% | -9.2% | +13.6% | +2.8% |
| 6M | -2.7% | +98.8% | -101.4% | -30.9% |
| YTD | -10.5% | +87.2% | -97.7% | -36.3% |
| 1Y | -22.5% | +239.0% | -261.5% | -57.4% |
| 3Y | +54.8% | +679.5% | -624.7% | -44.9% |
| 5Y | +82.5% | +667.3% | -584.8% | -37.7% |
| All | +75.9% | +1,115.1% | -1,039.2% | -54.3% |
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