+3.3%
IVV vs TSEM
-25.2%
+28.5%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.6% | -6.3% | +0.7% |
| 7D | -0.9% | +6.8% | -7.7% | -1.5% |
| 30D | -2.3% | -26.6% | +24.3% | -0.7% |
| 3M | -1.2% | -36.3% | +35.2% | +1.2% |
| 6M | +3.3% | -30.6% | +33.9% | +4.3% |
| All | +3.3% | -25.2% | +28.5% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling