+644.7%
TSEM vs RVTY
-34.2%
+678.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.1% | -0.9% |
| 7D | +4.7% | -5.4% | +10.1% | +6.1% |
| 30D | -14.2% | +6.7% | -21.0% | -15.6% |
| 3M | -5.0% | +19.0% | -24.1% | -9.4% |
| 6M | +87.6% | +34.6% | +52.9% | +71.9% |
| YTD | +84.4% | +28.3% | +56.2% | +70.0% |
| 1Y | +235.4% | +46.0% | +189.4% | +198.1% |
| 3Y | +668.0% | +16.9% | +651.1% | +606.8% |
| 5Y | +644.7% | -32.9% | +677.7% | +664.4% |
| All | +644.7% | -34.2% | +678.9% | +664.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling