+493.7%
TSEM vs ROIV
+298.6%
+195.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.6% | +6.0% | +7.5% |
| 7D | +6.8% | +9.5% | -2.7% | +5.8% |
| 30D | -26.6% | +21.0% | -47.6% | -28.1% |
| 3M | -36.3% | +18.7% | -55.1% | -37.7% |
| 6M | -30.6% | +44.5% | -75.1% | -33.4% |
| YTD | +35.3% | +92.9% | -57.6% | +26.4% |
| 1Y | +59.2% | +100.2% | -41.0% | +48.1% |
| 3Y | +547.7% | +375.0% | +172.6% | +466.6% |
| 5Y | +337.5% | +435.2% | -97.6% | +266.0% |
| All | +493.7% | +298.6% | +195.1% | +447.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling