+80.5%
TSEM vs ITOT
+14.7%
+65.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.5% | -10.3% | -13.8% |
| 7D | -23.1% | -0.7% | -22.4% | -21.3% |
| 30D | -40.4% | -1.1% | -39.3% | -37.5% |
| 3M | -37.9% | -0.8% | -37.1% | -35.0% |
| 6M | -30.8% | +7.0% | -37.8% | -40.6% |
| YTD | +26.7% | +13.3% | +13.4% | -7.7% |
| 1Y | +80.5% | +14.8% | +65.6% | +26.8% |
| All | +80.5% | +14.7% | +65.8% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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