+1,259.9%
TSEM vs IT
+92.9%
+1,167.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.5% | -4.0% |
| 7D | +0.9% | -12.7% | +13.6% | +3.3% |
| 30D | -16.6% | -8.9% | -7.7% | -15.6% |
| 3M | -10.9% | +10.1% | -21.0% | -15.0% |
| 6M | +78.0% | +7.3% | +70.8% | +67.5% |
| YTD | +77.2% | -32.4% | +109.6% | +91.2% |
| 1Y | +207.6% | -26.6% | +234.2% | +219.9% |
| 3Y | +637.8% | -51.8% | +689.7% | +771.8% |
| 5Y | +617.0% | -45.6% | +662.6% | +685.8% |
| All | +1,259.9% | +92.9% | +1,167.0% | +812.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling