+207.6%
TSEM vs AVTR
+17.0%
+190.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +0.9% | -2.0% | +3.0% | +0.9% |
| 30D | -16.6% | +8.1% | -24.7% | -16.5% |
| 3M | -10.9% | +54.2% | -65.1% | -11.4% |
| 6M | +78.0% | +82.6% | -4.6% | +75.9% |
| YTD | +77.2% | +29.8% | +47.4% | +78.2% |
| 1Y | +207.6% | +18.0% | +189.6% | +196.1% |
| All | +207.6% | +17.0% | +190.6% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 1y: compounded portfolio wealth divided by compounded AVTR 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…
1y analysis · Full analysis span regression · 6 months rolling