+207.6%
TSEM vs IT
-30.3%
+237.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.5% | -3.7% |
| 7D | +0.9% | -12.7% | +13.6% | -3.8% |
| 30D | -16.6% | -8.9% | -7.7% | -18.8% |
| 3M | -10.9% | +10.1% | -21.0% | -2.4% |
| 6M | +78.0% | +7.3% | +70.8% | +96.4% |
| YTD | +77.2% | -32.4% | +109.6% | +99.0% |
| 1Y | +207.6% | -26.6% | +234.2% | +246.4% |
| All | +207.6% | -30.3% | +237.9% | +246.4% |
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