+80.5%
TSEM vs VFC
+52.5%
+28.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.4% | -13.2% | -9.5% |
| 7D | -23.1% | +21.5% | -44.6% | -25.9% |
| 30D | -40.4% | +46.7% | -87.0% | -45.2% |
| 3M | -37.9% | +38.4% | -76.3% | -42.4% |
| 6M | -30.8% | +15.2% | -46.0% | -33.5% |
| YTD | +26.7% | +17.8% | +8.9% | +17.3% |
| 1Y | +80.5% | +55.6% | +24.9% | +50.9% |
| All | +80.5% | +52.5% | +28.0% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling