+617.0%
TSEM vs AVTR
-64.7%
+681.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +0.9% | -2.0% | +3.0% | +1.2% |
| 30D | -16.6% | +8.1% | -24.7% | -17.6% |
| 3M | -10.9% | +54.2% | -65.1% | -17.2% |
| 6M | +78.0% | +82.6% | -4.6% | +60.1% |
| YTD | +77.2% | +29.8% | +47.4% | +68.6% |
| 1Y | +207.6% | +18.0% | +189.6% | +192.4% |
| 3Y | +637.8% | -26.4% | +664.3% | +655.6% |
| 5Y | +617.0% | -64.8% | +681.8% | +783.6% |
| All | +617.0% | -64.7% | +681.7% | +783.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling