+158.5%
TRV vs TSEM
+610.6%
-452.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.5% | +0.5% |
| 7D | -1.5% | +0.9% | -2.4% | -1.5% |
| 30D | -1.8% | -16.6% | +14.8% | -1.9% |
| 3M | +21.6% | -10.9% | +32.5% | +21.4% |
| 6M | +22.5% | +78.0% | -55.6% | +20.2% |
| YTD | +28.1% | +77.2% | -49.1% | +25.4% |
| 1Y | +37.0% | +207.6% | -170.5% | +30.9% |
| 3Y | +141.9% | +637.8% | -496.0% | +119.1% |
| 5Y | +158.5% | +617.0% | -458.5% | +132.2% |
| All | +158.5% | +610.6% | -452.1% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling