+852.7%
TSEM vs VFC
-50.3%
+902.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.3% | +0.1% |
| 7D | +20.5% | -1.4% | +21.9% | +21.0% |
| 30D | -29.0% | +24.6% | -53.6% | -33.3% |
| 3M | -39.4% | +38.4% | -77.8% | -44.7% |
| 6M | -28.5% | +15.3% | -43.8% | -32.3% |
| YTD | +34.4% | +12.7% | +21.7% | +26.9% |
| 1Y | +48.3% | +32.7% | +15.7% | +33.4% |
| 3Y | +543.5% | +43.7% | +499.8% | +417.1% |
| 5Y | +331.4% | -69.2% | +400.6% | +457.9% |
| All | +852.7% | -50.3% | +902.9% | +952.1% |
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