+59.2%
TSEM vs VG
+51.8%
+7.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.5% | +2.1% | +7.4% |
| 7D | +6.8% | +5.5% | +1.3% | +6.5% |
| 30D | -26.6% | -3.6% | -23.0% | -26.4% |
| 3M | -36.3% | -4.0% | -32.4% | -36.2% |
| 6M | -30.6% | +9.4% | -40.0% | -30.2% |
| YTD | +35.3% | +86.6% | -51.3% | +14.6% |
| 1Y | +59.2% | +69.5% | -10.3% | +38.2% |
| All | +59.2% | +51.8% | +7.5% | +38.2% |
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