+776.1%
IVV vs TSEM
-28.1%
+804.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.3% | -1.3% |
| 7D | +0.1% | +6.9% | -6.8% | -0.7% |
| 30D | +0.1% | +5.3% | -5.2% | -0.8% |
| 3M | +2.0% | -14.9% | +16.9% | +2.5% |
| 6M | +13.0% | +80.0% | -67.0% | +3.2% |
| YTD | +13.6% | +89.4% | -75.8% | +2.7% |
| 1Y | +20.1% | +253.1% | -233.0% | +0.7% |
| 3Y | +77.6% | +642.1% | -564.5% | +35.1% |
| 5Y | +82.5% | +659.1% | -576.6% | +37.0% |
| 10Y | +316.5% | +1,291.4% | -974.8% | +188.1% |
| All | +776.1% | -28.1% | +804.3% | +523.4% |
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