+80.5%
TSEM vs SITM
+47.5%
+33.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -9.4% | +0.6% | -3.7% |
| 7D | -23.1% | -19.5% | -3.6% | -13.3% |
| 30D | -40.4% | -43.2% | +2.8% | -19.6% |
| 3M | -37.9% | -30.8% | -7.0% | -24.7% |
| 6M | -30.8% | -28.6% | -2.2% | -16.8% |
| YTD | +26.7% | +14.2% | +12.5% | +25.5% |
| 1Y | +80.5% | +44.4% | +36.1% | +79.3% |
| All | +80.5% | +47.5% | +33.0% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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