+80.0%
TSEM vs VFC
-28.1%
+108.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.4% | +5.5% | +7.1% |
| 7D | +6.9% | -1.6% | +8.5% | +7.4% |
| 30D | +5.3% | -11.6% | +16.9% | +9.0% |
| 3M | -14.9% | -18.1% | +3.2% | -10.9% |
| 6M | +80.0% | -27.4% | +107.4% | +99.0% |
| All | +80.0% | -28.1% | +108.2% | +99.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling