+299.0%
TSEM vs ROIV
+380.3%
-81.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.2% | -5.8% | -6.8% |
| 7D | +7.0% | +1.7% | +5.3% | +6.8% |
| 30D | -29.8% | +17.6% | -47.4% | -31.1% |
| 3M | -41.9% | +9.0% | -50.9% | -42.7% |
| 6M | -45.8% | +35.3% | -81.0% | -47.7% |
| YTD | +25.1% | +82.2% | -57.1% | +17.0% |
| 1Y | +48.2% | +92.3% | -44.0% | +37.8% |
| 3Y | +476.5% | +336.8% | +139.7% | +403.0% |
| All | +299.0% | +380.3% | -81.3% | +231.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling