+476.5%
TSEM vs RVTY
+85.4%
+391.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.7% | -5.3% | -6.4% |
| 7D | +7.0% | -0.5% | +7.4% | +7.2% |
| 30D | -29.8% | +1.5% | -31.3% | -29.6% |
| 3M | -41.9% | +31.5% | -73.4% | -45.7% |
| 6M | -45.8% | +62.7% | -108.4% | -52.6% |
| YTD | +25.1% | +60.0% | -34.9% | +7.5% |
| 1Y | +48.2% | +65.7% | -17.5% | +25.7% |
| 3Y | +476.5% | +85.2% | +391.3% | +349.9% |
| All | +476.5% | +85.4% | +391.1% | +349.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling