+207.6%
TSEM vs IVZ
+48.1%
+159.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.6% |
| 7D | +0.9% | -2.4% | +3.3% | +2.5% |
| 30D | -16.6% | +2.5% | -19.1% | -17.8% |
| 3M | -10.9% | +17.1% | -28.0% | -18.3% |
| 6M | +78.0% | +35.1% | +42.9% | +50.0% |
| YTD | +77.2% | +24.3% | +52.9% | +49.5% |
| 1Y | +207.6% | +48.7% | +158.9% | +134.2% |
| All | +207.6% | +48.1% | +159.4% | +134.2% |
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