+11.3%
TSEM vs IT
+2,559.7%
-2,548.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -4.6% | +12.5% | +8.8% |
| 7D | +6.9% | -6.0% | +12.9% | +8.1% |
| 30D | +5.3% | 0.0% | +5.3% | +4.8% |
| 3M | -14.9% | +13.1% | -28.0% | -19.3% |
| 6M | +80.0% | +11.7% | +68.3% | +68.7% |
| YTD | +89.4% | -26.1% | +115.5% | +92.4% |
| 1Y | +253.1% | -21.3% | +274.3% | +251.7% |
| 3Y | +642.1% | -46.7% | +688.9% | +696.8% |
| 5Y | +659.1% | -40.5% | +699.6% | +684.8% |
| 10Y | +1,291.4% | +103.9% | +1,187.5% | +979.1% |
| All | +11.3% | +2,559.7% | -2,548.4% | -63.8% |
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