+253.1%
TSEM vs IT
-24.5%
+277.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -4.6% | +12.5% | +6.1% |
| 7D | +6.9% | -6.0% | +12.9% | +4.6% |
| 30D | +5.3% | 0.0% | +5.3% | +6.1% |
| 3M | -14.9% | +13.1% | -28.0% | -4.9% |
| 6M | +80.0% | +11.7% | +68.3% | +105.2% |
| YTD | +89.4% | -26.1% | +115.5% | +116.5% |
| 1Y | +253.1% | -21.3% | +274.3% | +314.4% |
| All | +253.1% | -24.5% | +277.5% | +314.4% |
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