+207.6%
TSEM vs RVTY
+43.1%
+164.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -3.5% |
| 7D | +0.9% | -7.4% | +8.3% | +2.2% |
| 30D | -16.6% | +4.5% | -21.1% | -17.0% |
| 3M | -10.9% | +19.5% | -30.4% | -13.4% |
| 6M | +78.0% | +34.1% | +43.9% | +63.9% |
| YTD | +77.2% | +25.3% | +51.9% | +61.6% |
| 1Y | +207.6% | +47.0% | +160.6% | +168.3% |
| All | +207.6% | +43.1% | +164.5% | +168.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling