+220.4%
TSEM vs ITW
+4.8%
+215.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.5% |
| 7D | -4.9% | -0.7% | -4.1% | -4.8% |
| 30D | -18.7% | -8.3% | -10.4% | -18.0% |
| 3M | -18.1% | +6.0% | -24.1% | -20.5% |
| 6M | +77.1% | 0.0% | +77.1% | +72.9% |
| YTD | +80.1% | +10.2% | +69.9% | +73.9% |
| 1Y | +220.4% | +3.2% | +217.2% | +223.3% |
| All | +220.4% | +4.8% | +215.6% | +223.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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