+1,326.7%
TSEM vs RVTY
+134.6%
+1,192.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.1% | -0.5% |
| 7D | +4.7% | -5.4% | +10.1% | +6.9% |
| 30D | -14.2% | +6.7% | -21.0% | -16.4% |
| 3M | -5.0% | +19.0% | -24.1% | -11.8% |
| 6M | +87.6% | +34.6% | +52.9% | +64.4% |
| YTD | +84.4% | +28.3% | +56.2% | +63.1% |
| 1Y | +235.4% | +46.0% | +189.4% | +180.2% |
| 3Y | +668.0% | +16.9% | +651.1% | +574.3% |
| 5Y | +644.7% | -32.9% | +677.7% | +713.7% |
| 10Y | +1,326.7% | +141.6% | +1,185.1% | +624.2% |
| All | +1,326.7% | +134.6% | +1,192.1% | +624.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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