+11.3%
TSEM vs RVTY
+2,215.2%
-2,203.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.3% | +8.2% | +8.0% |
| 7D | +6.9% | +1.1% | +5.8% | +6.5% |
| 30D | +5.3% | +13.2% | -7.9% | +0.9% |
| 3M | -14.9% | +27.2% | -42.2% | -22.1% |
| 6M | +80.0% | +32.4% | +47.6% | +61.6% |
| YTD | +89.4% | +34.9% | +54.5% | +67.5% |
| 1Y | +253.1% | +52.4% | +200.7% | +198.7% |
| 3Y | +642.1% | +12.3% | +629.8% | +576.1% |
| 5Y | +659.1% | -30.8% | +689.9% | +690.4% |
| 10Y | +1,291.4% | +150.7% | +1,140.7% | +824.7% |
| All | +11.3% | +2,215.2% | -2,203.8% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling