-21.0%
TSEM vs VFC
+682.7%
-703.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.3% | +0.2% |
| 7D | +20.5% | -1.4% | +21.9% | +21.1% |
| 30D | -29.0% | +24.6% | -53.6% | -33.6% |
| 3M | -39.4% | +38.4% | -77.8% | -45.1% |
| 6M | -28.5% | +15.3% | -43.8% | -32.6% |
| YTD | +34.4% | +12.7% | +21.7% | +26.4% |
| 1Y | +48.3% | +32.7% | +15.7% | +32.5% |
| 3Y | +543.5% | +43.7% | +499.8% | +409.5% |
| 5Y | +331.4% | -69.2% | +400.6% | +422.3% |
| 10Y | +881.1% | -50.0% | +931.1% | +869.3% |
| All | -21.0% | +682.7% | -703.7% | -61.7% |
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