-26.5%
TSEM vs IT
+2,641.4%
-2,667.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.6% | -7.1% |
| 7D | +7.0% | +1.1% | +5.9% | +6.8% |
| 30D | -29.8% | -1.8% | -27.9% | -30.2% |
| 3M | -41.9% | +4.8% | -46.8% | -43.6% |
| 6M | -45.8% | +33.0% | -78.8% | -51.3% |
| YTD | +25.1% | -23.8% | +48.9% | +24.5% |
| 1Y | +48.2% | -16.5% | +64.8% | +44.3% |
| 3Y | +476.5% | -53.6% | +530.1% | +531.1% |
| 5Y | +301.4% | -42.1% | +343.6% | +311.9% |
| 10Y | +812.9% | +90.1% | +722.8% | +608.2% |
| All | -26.5% | +2,641.4% | -2,667.9% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling