+621.7%
TSEM vs ITW
+36.9%
+584.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.2% |
| 7D | -4.9% | -0.7% | -4.1% | -4.6% |
| 30D | -18.7% | -8.3% | -10.4% | -15.9% |
| 3M | -18.1% | +6.0% | -24.1% | -20.7% |
| 6M | +77.1% | 0.0% | +77.1% | +75.5% |
| YTD | +80.1% | +10.2% | +69.9% | +70.5% |
| 1Y | +220.4% | +3.2% | +217.2% | +211.7% |
| 3Y | +650.1% | +21.0% | +629.1% | +583.5% |
| All | +621.7% | +36.9% | +584.8% | +533.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling