+1,282.5%
TSEM vs ITOT
+303.4%
+979.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +0.7% |
| 7D | -4.9% | -0.9% | -4.0% | -3.8% |
| 30D | -18.7% | -1.5% | -17.3% | -17.2% |
| 3M | -18.1% | +3.6% | -21.7% | -20.5% |
| 6M | +77.1% | +13.7% | +63.4% | +56.3% |
| YTD | +80.1% | +12.9% | +67.2% | +60.7% |
| 1Y | +220.4% | +17.2% | +203.2% | +177.0% |
| 3Y | +650.1% | +75.6% | +574.4% | +337.1% |
| 5Y | +628.9% | +75.5% | +553.4% | +319.9% |
| All | +1,282.5% | +303.4% | +979.0% | +201.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling