+721.4%
TSEM vs ROIV
+295.0%
+426.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +18.8% | -19.9% | -3.1% |
| 7D | +10.4% | +20.2% | -9.7% | +8.1% |
| 30D | -12.9% | +14.1% | -27.1% | -14.3% |
| 3M | -9.2% | +45.6% | -54.8% | -12.8% |
| 6M | +98.8% | +44.1% | +54.6% | +90.9% |
| YTD | +87.2% | +91.2% | -3.9% | +75.2% |
| 1Y | +239.0% | +221.3% | +17.7% | +204.3% |
| 3Y | +679.5% | +229.2% | +450.3% | +591.6% |
| 5Y | +667.3% | +316.5% | +350.8% | +590.2% |
| All | +721.4% | +295.0% | +426.4% | +658.5% |
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 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