+80.5%
TSEM vs ROIV
+97.8%
-17.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +6.1% | -14.8% | -10.5% |
| 7D | -23.1% | +3.0% | -26.1% | -23.8% |
| 30D | -40.4% | +6.8% | -47.2% | -41.7% |
| 3M | -37.9% | +10.5% | -48.4% | -40.5% |
| 6M | -30.8% | +34.8% | -65.6% | -38.3% |
| YTD | +26.7% | +76.2% | -49.5% | +4.6% |
| 1Y | +80.5% | +92.4% | -11.9% | +39.5% |
| All | +80.5% | +97.8% | -17.4% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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