+463.8%
TSEM vs IOT
+55.2%
+408.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.3% | -1.1% |
| 7D | +4.7% | +5.1% | -0.3% | +4.1% |
| 30D | -14.2% | -3.0% | -11.2% | -14.1% |
| 3M | -5.0% | +15.0% | -20.0% | -7.6% |
| 6M | +87.6% | +13.1% | +74.4% | +81.3% |
| YTD | +84.4% | +9.0% | +75.4% | +77.8% |
| 1Y | +235.4% | +0.1% | +235.3% | +227.3% |
| 3Y | +668.0% | +26.4% | +641.5% | +610.8% |
| All | +463.8% | +55.2% | +408.6% | +419.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling