+80.5%
TSEM vs VG
+47.2%
+33.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -7.7% | -1.1% | -8.4% |
| 7D | -23.1% | -16.4% | -6.7% | -22.6% |
| 30D | -40.4% | -10.8% | -29.6% | -40.0% |
| 3M | -37.9% | -6.3% | -31.6% | -37.6% |
| 6M | -30.8% | -12.5% | -18.3% | -30.3% |
| YTD | +26.7% | +76.9% | -50.2% | +6.0% |
| 1Y | +80.5% | +51.8% | +28.7% | +60.1% |
| All | +80.5% | +47.2% | +33.3% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling