+80.5%
TSEM vs VIG
+19.5%
+61.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.1% | -10.9% | -13.2% |
| 7D | -23.1% | +2.7% | -25.8% | -27.9% |
| 30D | -40.4% | +7.0% | -47.4% | -49.7% |
| 3M | -37.9% | +4.0% | -41.9% | -43.7% |
| 6M | -30.8% | +12.3% | -43.1% | -49.3% |
| YTD | +26.7% | +16.4% | +10.3% | -18.3% |
| 1Y | +80.5% | +19.2% | +61.2% | +7.1% |
| All | +80.5% | +19.5% | +61.0% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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