+617.0%
TSEM vs SITM
+176.0%
+441.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.1% | -6.0% | -4.5% |
| 7D | +0.9% | +4.8% | -3.9% | -0.4% |
| 30D | -16.6% | -9.7% | -6.9% | -14.1% |
| 3M | -10.9% | -9.3% | -1.6% | -8.0% |
| 6M | +78.0% | +69.5% | +8.5% | +55.6% |
| YTD | +77.2% | +70.5% | +6.7% | +54.7% |
| 1Y | +207.6% | +145.3% | +62.3% | +143.3% |
| 3Y | +637.8% | +432.8% | +205.0% | +372.3% |
| 5Y | +617.0% | +174.0% | +443.0% | +349.5% |
| All | +617.0% | +176.0% | +441.0% | +349.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling