+476.5%
TSEM vs IVZ
+152.3%
+324.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.4% | -9.3% | -8.3% |
| 7D | +7.0% | +7.6% | -0.7% | +2.5% |
| 30D | -29.8% | +4.3% | -34.1% | -31.2% |
| 3M | -41.9% | -9.3% | -32.6% | -38.4% |
| 6M | -45.8% | +5.2% | -51.0% | -46.8% |
| YTD | +25.1% | +13.4% | +11.6% | +16.2% |
| 1Y | +48.2% | +25.4% | +22.9% | +30.5% |
| 3Y | +476.5% | +152.5% | +324.0% | +236.8% |
| All | +476.5% | +152.3% | +324.2% | +236.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling