+730.9%
TSEM vs ROIV
+232.7%
+498.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.5% | +6.3% | +7.7% |
| 7D | +6.9% | +0.6% | +6.3% | +6.8% |
| 30D | +5.3% | +1.0% | +4.4% | +5.2% |
| 3M | -14.9% | +18.3% | -33.2% | -16.3% |
| 6M | +80.0% | +18.3% | +61.7% | +76.9% |
| YTD | +89.4% | +61.0% | +28.4% | +80.8% |
| 1Y | +253.1% | +177.9% | +75.2% | +222.8% |
| 3Y | +642.1% | +199.1% | +443.1% | +569.8% |
| 5Y | +659.1% | +250.7% | +408.4% | +597.0% |
| All | +730.9% | +232.7% | +498.2% | +683.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling