+450.7%
TSEM vs IOT
+54.1%
+396.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | -4.9% | -4.5% | -0.3% | -4.4% |
| 30D | -18.7% | -2.4% | -16.3% | -18.6% |
| 3M | -18.1% | +19.0% | -37.1% | -20.7% |
| 6M | +77.1% | +19.6% | +57.5% | +69.8% |
| YTD | +80.1% | +8.3% | +71.9% | +73.8% |
| 1Y | +220.4% | -0.8% | +221.2% | +213.0% |
| 3Y | +650.1% | +24.4% | +625.7% | +595.5% |
| All | +450.7% | +54.1% | +396.6% | +407.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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