+309.6%
IVV vs TSEM
+879.4%
-569.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.9% | -8.5% | +0.4% |
| 7D | +0.1% | -2.0% | +2.0% | +0.1% |
| 30D | -3.3% | -33.4% | +30.1% | +3.2% |
| 3M | -2.4% | -39.7% | +37.3% | +5.3% |
| 6M | +2.6% | -27.8% | +30.4% | +3.5% |
| YTD | +11.3% | +29.7% | -18.4% | -3.2% |
| 1Y | +13.4% | +81.1% | -67.7% | -9.2% |
| 3Y | +80.3% | +529.3% | -449.0% | +3.5% |
| 5Y | +72.7% | +315.0% | -242.2% | +7.2% |
| 10Y | +309.6% | +865.7% | -556.0% | +96.5% |
| All | +309.6% | +879.4% | -569.7% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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