+668.0%
TSEM vs IVZ
+133.3%
+534.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | +4.7% | +1.2% | +3.6% | +4.1% |
| 30D | -14.2% | +1.8% | -16.0% | -15.1% |
| 3M | -5.0% | +15.7% | -20.8% | -11.8% |
| 6M | +87.6% | +36.3% | +51.2% | +59.9% |
| YTD | +84.4% | +24.9% | +59.5% | +62.2% |
| 1Y | +235.4% | +48.9% | +186.5% | +169.8% |
| All | +668.0% | +133.3% | +534.6% | +365.1% |
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