+644.7%
TSEM vs IT
-45.7%
+690.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.4% |
| 7D | +4.7% | -9.1% | +13.9% | +4.9% |
| 30D | -14.2% | -12.2% | -2.1% | -14.0% |
| 3M | -5.0% | +7.8% | -12.9% | -5.6% |
| 6M | +87.6% | +2.0% | +85.6% | +86.6% |
| YTD | +84.4% | -32.7% | +117.2% | +103.0% |
| 1Y | +235.4% | -31.1% | +266.5% | +263.7% |
| 3Y | +668.0% | -52.1% | +720.1% | +831.2% |
| 5Y | +644.7% | -46.3% | +691.0% | +758.7% |
| All | +644.7% | -45.7% | +690.4% | +758.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling