+11.3%
TSEM vs VFC
+421.9%
-410.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.4% | +5.5% | +7.2% |
| 7D | +6.9% | -1.6% | +8.5% | +7.5% |
| 30D | +5.3% | -11.6% | +16.9% | +9.1% |
| 3M | -14.9% | -18.1% | +3.2% | -10.7% |
| 6M | +80.0% | -27.4% | +107.4% | +94.8% |
| YTD | +89.4% | -24.8% | +114.2% | +101.2% |
| 1Y | +253.1% | -8.2% | +261.3% | +250.0% |
| 3Y | +642.1% | -29.1% | +671.2% | +615.3% |
| 5Y | +659.1% | -79.2% | +738.3% | +931.1% |
| 10Y | +1,291.4% | -68.1% | +1,359.5% | +1,474.1% |
| All | +11.3% | +421.9% | -410.6% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling