+168.3%
TSEM vs VG
-44.6%
+212.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.9% | -6.0% | -6.8% |
| 7D | +7.0% | +14.0% | -7.0% | +5.0% |
| 30D | -29.8% | -1.0% | -28.8% | -29.7% |
| 3M | -41.9% | -2.7% | -39.2% | -41.9% |
| 6M | -45.8% | +1.5% | -47.2% | -46.4% |
| YTD | +25.1% | +93.7% | -68.6% | +2.1% |
| 1Y | +48.2% | +68.5% | -20.3% | +24.5% |
| All | +168.3% | -44.6% | +212.9% | +207.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling