+80.5%
TSEM vs IT
-17.9%
+98.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.5% | -10.2% | -8.1% |
| 7D | -23.1% | -5.5% | -17.6% | -24.4% |
| 30D | -40.4% | +10.3% | -50.7% | -36.8% |
| 3M | -37.9% | +11.5% | -49.4% | -32.9% |
| 6M | -30.8% | +40.3% | -71.1% | -14.0% |
| YTD | +26.7% | -17.9% | +44.6% | +57.2% |
| 1Y | +80.5% | -8.8% | +89.3% | +119.9% |
| All | +80.5% | -17.9% | +98.4% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling