+1,235.4%
TSEM vs AVTR
+1.7%
+1,233.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.4% | +9.3% | +8.2% |
| 7D | +6.9% | +2.7% | +4.2% | +6.2% |
| 30D | +5.3% | +12.1% | -6.7% | +2.7% |
| 3M | -14.9% | +57.2% | -72.2% | -24.1% |
| 6M | +80.0% | +73.1% | +7.0% | +56.1% |
| YTD | +89.4% | +30.6% | +58.7% | +74.8% |
| 1Y | +253.1% | +13.5% | +239.6% | +230.8% |
| 3Y | +642.1% | -31.0% | +673.1% | +670.6% |
| 5Y | +659.1% | -63.2% | +722.3% | +830.1% |
| All | +1,235.4% | +1.7% | +1,233.7% | +1,134.4% |
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 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