+679.5%
TSEM vs RVTY
+16.6%
+662.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.5% |
| 7D | +10.4% | +0.4% | +10.0% | +10.3% |
| 30D | -12.9% | +10.8% | -23.8% | -15.2% |
| 3M | -9.2% | +26.8% | -36.0% | -15.1% |
| 6M | +98.8% | +39.3% | +59.4% | +78.7% |
| YTD | +87.2% | +31.6% | +55.6% | +69.6% |
| 1Y | +239.0% | +47.7% | +191.3% | +195.5% |
| 3Y | +679.5% | +19.9% | +659.6% | +590.0% |
| All | +679.5% | +16.6% | +662.9% | +590.0% |
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