+190.2%
TSEM vs VG
-46.6%
+236.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.5% | +2.1% | +6.8% |
| 7D | +6.8% | +5.5% | +1.3% | +6.0% |
| 30D | -26.6% | -3.6% | -23.0% | -26.2% |
| 3M | -36.3% | -4.0% | -32.4% | -36.1% |
| 6M | -30.6% | +9.4% | -40.0% | -32.4% |
| YTD | +35.3% | +86.6% | -51.3% | +11.1% |
| 1Y | +59.2% | +69.5% | -10.3% | +33.3% |
| All | +190.2% | -46.6% | +236.8% | +234.2% |
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 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