-20.5%
TSEM vs RVTY
+2,714.7%
-2,735.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.5% | +8.2% | +7.8% |
| 7D | +6.8% | -0.7% | +7.5% | +7.3% |
| 30D | -26.6% | +1.7% | -28.4% | -26.7% |
| 3M | -36.3% | +36.8% | -73.1% | -42.7% |
| 6M | -30.6% | +60.1% | -90.7% | -41.5% |
| YTD | +35.3% | +64.0% | -28.7% | +12.1% |
| 1Y | +59.2% | +68.2% | -9.0% | +30.7% |
| 3Y | +547.7% | +88.8% | +458.9% | +398.6% |
| 5Y | +337.5% | -10.5% | +348.1% | +317.8% |
| 10Y | +887.4% | +219.7% | +667.7% | +505.7% |
| All | -20.5% | +2,714.7% | -2,735.2% | -70.3% |
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 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