+10.0%
TSEM vs ITW
+4,513.7%
-4,503.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +10.4% | -0.4% | +10.9% | +10.6% |
| 30D | -12.9% | -9.4% | -3.5% | -9.0% |
| 3M | -9.2% | +7.1% | -16.3% | -12.5% |
| 6M | +98.8% | -1.9% | +100.6% | +99.1% |
| YTD | +87.2% | +10.4% | +76.8% | +77.1% |
| 1Y | +239.0% | +3.3% | +235.7% | +229.6% |
| 3Y | +679.5% | +21.0% | +658.5% | +605.1% |
| 5Y | +667.3% | +36.3% | +631.0% | +544.3% |
| 10Y | +1,301.0% | +185.8% | +1,115.2% | +734.4% |
| All | +10.0% | +4,513.7% | -4,503.7% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling