+78.4%
IVV vs TSEM
+629.0%
-550.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.3% | -1.4% |
| 7D | +0.1% | +6.9% | -6.8% | -0.8% |
| 30D | +0.1% | +5.3% | -5.2% | -1.0% |
| 3M | +2.0% | -14.9% | +16.9% | +2.6% |
| 6M | +13.0% | +80.0% | -67.0% | -0.9% |
| YTD | +13.6% | +89.4% | -75.8% | -2.2% |
| 1Y | +20.1% | +253.1% | -233.0% | -9.8% |
| All | +78.4% | +629.0% | -550.6% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling