+519.5%
TSEM vs AVTR
-15.7%
+535.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +20.5% | +3.2% | +17.3% | +20.1% |
| 30D | -29.0% | +0.5% | -29.4% | -28.9% |
| 3M | -39.4% | +12.1% | -51.5% | -40.2% |
| 6M | -28.5% | +91.2% | -119.7% | -36.0% |
| YTD | +34.4% | +36.3% | -1.9% | +27.7% |
| 1Y | +48.3% | +35.2% | +13.1% | +41.0% |
| All | +519.5% | -15.7% | +535.3% | +493.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling