+1,326.7%
TSEM vs VFC
-69.4%
+1,396.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.9% |
| 7D | +4.7% | -2.3% | +7.1% | +5.4% |
| 30D | -14.2% | -13.4% | -0.9% | -10.9% |
| 3M | -5.0% | -23.7% | +18.7% | +1.3% |
| 6M | +87.6% | -24.5% | +112.0% | +99.7% |
| YTD | +84.4% | -27.8% | +112.3% | +97.3% |
| 1Y | +235.4% | -13.5% | +248.9% | +237.7% |
| 3Y | +668.0% | -27.1% | +695.1% | +637.5% |
| 5Y | +644.7% | -79.0% | +723.8% | +961.4% |
| 10Y | +1,326.7% | -68.7% | +1,395.4% | +1,713.3% |
| All | +1,326.7% | -69.4% | +1,396.1% | +1,713.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling