+273.0%
TSEM vs ROIV
+378.2%
-105.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.2% | -1.3% | +4.1% |
| 7D | -17.5% | +5.3% | -22.8% | -18.0% |
| 30D | -44.7% | +11.9% | -56.6% | -45.4% |
| 3M | -38.9% | +10.7% | -49.6% | -39.8% |
| 6M | -36.7% | +34.9% | -71.6% | -39.0% |
| YTD | +17.0% | +79.2% | -62.2% | +9.6% |
| 1Y | +62.8% | +89.0% | -26.2% | +51.8% |
| 3Y | +471.3% | +337.3% | +134.0% | +399.3% |
| All | +273.0% | +378.2% | -105.2% | +208.5% |
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