+644.7%
TSEM vs VFC
-78.7%
+723.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.0% |
| 7D | +4.7% | -2.3% | +7.1% | +5.3% |
| 30D | -14.2% | -13.4% | -0.9% | -11.5% |
| 3M | -5.0% | -23.7% | +18.7% | +0.1% |
| 6M | +87.6% | -24.5% | +112.0% | +97.5% |
| YTD | +84.4% | -27.8% | +112.3% | +94.9% |
| 1Y | +235.4% | -13.5% | +248.9% | +237.6% |
| 3Y | +668.0% | -27.1% | +695.1% | +651.1% |
| 5Y | +644.7% | -79.0% | +723.8% | +943.3% |
| All | +644.7% | -78.7% | +723.4% | +943.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling