+3,716.5%
TRV vs TSEM
+10.0%
+3,706.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | +0.5% | +10.4% | -10.0% | -0.1% |
| 30D | -4.9% | -12.9% | +8.1% | -4.3% |
| 3M | +23.7% | -9.2% | +32.9% | +23.4% |
| 6M | +20.3% | +98.8% | -78.5% | +14.2% |
| YTD | +27.1% | +87.2% | -60.2% | +20.6% |
| 1Y | +35.3% | +239.0% | -203.6% | +23.9% |
| 3Y | +139.8% | +679.5% | -539.7% | +107.1% |
| 5Y | +153.9% | +667.3% | -513.4% | +117.8% |
| 10Y | +285.9% | +1,301.0% | -1,015.2% | +215.9% |
| All | +3,716.5% | +10.0% | +3,706.4% | +2,723.2% |
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 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