+738.6%
IVV vs TSEM
-55.6%
+794.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.8% | -4.5% | -0.2% |
| 7D | -2.7% | -17.5% | +14.8% | -0.8% |
| 30D | -5.4% | -44.7% | +39.3% | +0.6% |
| 3M | -4.1% | -38.9% | +34.8% | +0.3% |
| 6M | +0.7% | -36.7% | +37.4% | +3.3% |
| YTD | +8.7% | +17.0% | -8.2% | +3.0% |
| 1Y | +11.0% | +62.8% | -51.8% | +0.9% |
| 3Y | +75.4% | +471.3% | -395.9% | +36.6% |
| 5Y | +68.3% | +290.3% | -221.9% | +35.2% |
| 10Y | +315.5% | +790.1% | -474.5% | +200.2% |
| All | +738.6% | -55.6% | +794.2% | +525.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling