-45.8%
TSEM vs AVTR
+92.3%
-138.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.4% | -6.9% |
| 7D | +7.0% | +0.5% | +6.5% | +7.0% |
| 30D | -29.8% | -1.0% | -28.8% | -29.5% |
| 3M | -41.9% | +12.2% | -54.1% | -41.1% |
| 6M | -45.8% | +97.5% | -143.2% | -48.5% |
| All | -45.8% | +92.3% | -138.1% | -48.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling