+169.6%
TSEM vs VG
-49.4%
+219.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.3% |
| 7D | -9.5% | -7.7% | -1.8% | -8.3% |
| 30D | -35.5% | -8.8% | -26.6% | -34.6% |
| 3M | -41.6% | -15.6% | -25.9% | -40.3% |
| 6M | -30.1% | +5.2% | -35.3% | -31.6% |
| YTD | +25.7% | +76.9% | -51.2% | +4.0% |
| 1Y | +50.5% | +42.5% | +8.0% | +30.2% |
| All | +169.6% | -49.4% | +219.0% | +212.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling