+80.5%
TSEM vs IVZ
+30.5%
+49.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.2% | -12.9% | -11.5% |
| 7D | -23.1% | +2.6% | -25.8% | -24.5% |
| 30D | -40.4% | -3.5% | -36.9% | -38.9% |
| 3M | -37.9% | -7.4% | -30.5% | -34.5% |
| 6M | -30.8% | +14.7% | -45.5% | -35.4% |
| YTD | +26.7% | +14.6% | +12.1% | +10.9% |
| 1Y | +80.5% | +30.7% | +49.8% | +34.4% |
| All | +80.5% | +30.5% | +49.9% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling