+859.3%
TSEM vs SITM
+4,789.7%
-3,930.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.9% | +0.2% |
| 7D | -4.9% | +3.9% | -8.7% | -5.8% |
| 30D | -18.7% | -6.6% | -12.2% | -17.3% |
| 3M | -18.1% | -11.9% | -6.3% | -15.3% |
| 6M | +77.1% | +81.1% | -4.0% | +54.1% |
| YTD | +80.1% | +80.0% | +0.2% | +56.9% |
| 1Y | +220.4% | +145.8% | +74.6% | +157.3% |
| 3Y | +650.1% | +475.9% | +174.2% | +380.1% |
| 5Y | +628.9% | +189.2% | +439.7% | +377.2% |
| All | +859.3% | +4,789.7% | -3,930.4% | +293.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling