-45.8%
TSEM vs IT
+26.4%
-72.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.6% | -6.6% |
| 7D | +7.0% | +1.1% | +5.9% | +7.5% |
| 30D | -29.8% | -1.8% | -27.9% | -29.4% |
| 3M | -41.9% | +4.8% | -46.8% | -38.3% |
| 6M | -45.8% | +33.0% | -78.8% | -26.4% |
| All | -45.8% | +26.4% | -72.1% | -26.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling