+782.2%
TSEM vs AVTR
+5.6%
+776.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.4% | -6.8% |
| 7D | +7.0% | +0.5% | +6.5% | +6.9% |
| 30D | -29.8% | -1.0% | -28.8% | -29.5% |
| 3M | -41.9% | +12.2% | -54.1% | -43.4% |
| 6M | -45.8% | +97.5% | -143.2% | -54.2% |
| YTD | +25.1% | +35.6% | -10.5% | +14.6% |
| 1Y | +48.2% | +32.8% | +15.4% | +36.4% |
| 3Y | +476.5% | -16.5% | +493.0% | +471.2% |
| 5Y | +301.4% | -59.1% | +360.6% | +378.4% |
| All | +782.2% | +5.6% | +776.7% | +709.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling