+106.6%
TSEM vs ITOT
+885.8%
-779.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -0.9% |
| 7D | +4.7% | -0.4% | +5.1% | +5.1% |
| 30D | -14.2% | -1.6% | -12.7% | -12.7% |
| 3M | -5.0% | +3.5% | -8.6% | -7.5% |
| 6M | +87.6% | +13.1% | +74.4% | +68.3% |
| YTD | +84.4% | +12.7% | +71.7% | +66.6% |
| 1Y | +235.4% | +18.3% | +217.1% | +190.7% |
| 3Y | +668.0% | +76.4% | +591.6% | +358.1% |
| 5Y | +644.7% | +73.8% | +571.0% | +340.3% |
| 10Y | +1,326.7% | +301.2% | +1,025.5% | +275.6% |
| All | +106.6% | +885.8% | -779.3% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling