+668.0%
TSEM vs AVTR
-26.6%
+694.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.2% |
| 7D | +4.7% | +1.6% | +3.1% | +4.5% |
| 30D | -14.2% | +8.4% | -22.6% | -15.2% |
| 3M | -5.0% | +50.2% | -55.2% | -11.1% |
| 6M | +87.6% | +82.6% | +5.0% | +69.2% |
| YTD | +84.4% | +29.8% | +54.6% | +76.4% |
| 1Y | +235.4% | +16.0% | +219.4% | +220.3% |
| All | +668.0% | -26.6% | +694.6% | +681.4% |
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